Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262520.3283 | 289440.8856 | -26920.5572 | -144233.8943 | -214342.6689 | 70108.7746 |
Total P&L (%) | 262.5203 | 289.4409 | -26.9206 | -144.2339 | -214.3427 | 70.1088 |
Avg Daily Profit (%) | 0.1783 | 0.1966 | -0.0183 | 0 | 0 | 0.0361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229195 | -141737 | -140404 | -985922 | -719374 | -547526 |
Profit Factor | 1.1083 | 1.2425 | 0.9781 | 0.9798 | 0.9428 | 1.0206 |
Total Trades | 1082 | 541 | 541 | 1082 | 541 | 541 |
Winning Trades | 506 | 242 | 264 | 575 | 300 | 275 |
Losing Trades | 576 | 299 | 277 | 507 | 241 | 266 |
Profitability (%) | 46.7653 | 44.732 | 48.7985 | 53.1423 | 55.4529 | 50.8318 |
Ratio Avg Win / Avg Loss | 1.2616 | 1.5351 | 1.0263 | 0.864 | 0.7574 | 0.9872 |
Largest Winning Trade | 261058 | 261058 | 30831 | 290061 | 83573 | 290061 |
Largest Losing Trade | -136013 | -20699 | -136013 | -213146 | -213146 | -136179 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 6 | 5 | 6 | 4 | 4 | 4 |
Avg Bars in Losers | 4 | 4 | 4 | 6 | 5 | 6 |
Bars Traded | 5879 | 2733 | 3145 | 5879 | 2733 | 3145 |
Profit Streak | 0 | 0 | 6.76 | 3.51 | 4.51 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89095 | 321675 | -575869 | -574879 | -577265 | -341578 |
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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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