Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194979.7972 | 84158.9391 | 110820.8582 | -54396.1257 | -4077981.1567 | 4023585.031 |
Total P&L (%) | 194.9798 | 84.1589 | 110.8209 | -54.3961 | -4077.9812 | 4023.585 |
Avg Daily Profit (%) | 0.1074 | 0.0464 | 0.0611 | -0.0432 | 0 | 0.2051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -440667 | -293348 | -224608 | -9920198 | -9183061 | -2733646 |
Profit Factor | 1.0634 | 1.0537 | 1.0735 | 0.9987 | 0.8253 | 1.202 |
Total Trades | 1674 | 837 | 837 | 1674 | 837 | 837 |
Winning Trades | 662 | 311 | 351 | 662 | 311 | 351 |
Losing Trades | 1012 | 526 | 486 | 1012 | 526 | 486 |
Profitability (%) | 39.546 | 37.1565 | 41.9355 | 39.546 | 37.1565 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.6257 | 1.7822 | 1.4864 | 1.5268 | 1.3959 | 1.6643 |
Largest Winning Trade | 69084 | 69084 | 46327 | 1623040 | 1416366 | 1623040 |
Largest Losing Trade | -20205 | -19389 | -20205 | -1072069 | -1072069 | -982590 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 21769 | 10640 | 11129 | 21769 | 10640 | 11129 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195854 | -292177 | -250103 | -574648 | -580012 | 346876 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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