Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360217.3219 | 326918.2303 | 33299.0917 | 83725.1593 | 289487.1152 | -205761.956 |
Total P&L (%) | 360.2173 | 326.9182 | 33.2991 | 83.7252 | 289.4871 | -205.762 |
Avg Daily Profit (%) | 0.2552 | 0.2316 | 0.0236 | 0.0431 | 0.0964 | 0 |
Buy And Hold Return (%) | 16.429 | 16.429 | 16.429 | 16.429 | 16.429 | 16.429 |
Max Trade Drawdown | -132596 | -129770 | -109766 | -345853 | -235513 | -298973 |
Profit Factor | 1.1168 | 1.2183 | 1.021 | 1.0171 | 1.1241 | 0.9198 |
Total Trades | 1487 | 743 | 744 | 1487 | 743 | 744 |
Winning Trades | 922 | 466 | 456 | 922 | 466 | 456 |
Losing Trades | 565 | 277 | 288 | 565 | 277 | 288 |
Profitability (%) | 62.004 | 62.7187 | 61.2903 | 62.004 | 62.7187 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.6844 | 0.7242 | 0.6448 | 0.6233 | 0.6682 | 0.581 |
Largest Winning Trade | 25454 | 25454 | 19877 | 53309 | 53309 | 51659 |
Largest Losing Trade | -36683 | -31498 | -36683 | -99677 | -73293 | -99677 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 16826 | 8733 | 8092 | 16826 | 8733 | 8092 |
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 | -76712 | 413210 | -361682 | -331061 | -144292 | -575289 |
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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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