Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365663.5694 | 349889.464 | 15774.1054 | -10369.6244 | 1205336.7831 | -1215706.4076 |
Total P&L (%) | 365.6636 | 349.8895 | 15.7741 | -10.3696 | 1205.3368 | -1215.7064 |
Avg Daily Profit (%) | 0.226 | 0.2162 | 0.0097 | -0.0068 | 0.1589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -280147 | -184126 | -162913 | -2365223 | -1053529 | -1920000 |
Profit Factor | 1.1836 | 1.3693 | 1.0151 | 0.999 | 1.2616 | 0.7963 |
Total Trades | 748 | 374 | 374 | 748 | 374 | 374 |
Winning Trades | 355 | 182 | 173 | 355 | 182 | 173 |
Losing Trades | 393 | 192 | 201 | 393 | 192 | 201 |
Profitability (%) | 47.4599 | 48.6631 | 46.2567 | 47.4599 | 48.6631 | 46.2567 |
Ratio Avg Win / Avg Loss | 1.3103 | 1.4446 | 1.1794 | 1.106 | 1.3309 | 0.9251 |
Largest Winning Trade | 172017 | 172017 | 41474 | 714830 | 714830 | 533466 |
Largest Losing Trade | -36089 | -36089 | -26221 | -548945 | -339328 | -548945 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 19096 | 9976 | 9120 | 19096 | 9976 | 9120 |
Profit Streak | 486.7467 | 486.7467 | 487.7467 | 486.7467 | 486.7467 | 487.7467 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6177 | 360339 | -392241 | -574577 | 333984 | -579595 |
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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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