Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402087.0727 | 323094.1507 | 78992.922 | -3807.3297 | 650596.7624 | -654404.0921 |
Total P&L (%) | 402.0871 | 323.0942 | 78.9929 | -3.8073 | 650.5968 | -654.4041 |
Avg Daily Profit (%) | 0.2114 | 0.1698 | 0.0415 | -0.002 | 0.106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250448 | -203495 | -165754 | -2289118 | -2008992 | -1868561 |
Profit Factor | 1.1793 | 1.3155 | 1.0648 | 0.9998 | 1.0943 | 0.9213 |
Total Trades | 629 | 315 | 314 | 629 | 315 | 314 |
Winning Trades | 274 | 144 | 130 | 274 | 144 | 130 |
Losing Trades | 355 | 171 | 184 | 355 | 171 | 184 |
Profitability (%) | 43.5612 | 45.7143 | 41.4013 | 43.5612 | 45.7143 | 41.4013 |
Ratio Avg Win / Avg Loss | 1.5279 | 1.5621 | 1.5072 | 1.2953 | 1.2995 | 1.3039 |
Largest Winning Trade | 101549 | 101549 | 46993 | 640282 | 640282 | 428999 |
Largest Losing Trade | -65134 | -34158 | -65134 | -532835 | -532835 | -465286 |
Avg Bars in Trades | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Winners | 11 | 9 | 13 | 11 | 9 | 13 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 5683 | 2646 | 3037 | 5683 | 2646 | 3037 |
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 | -13403 | 300802 | -287514 | -578051 | -168092 | -581091 |
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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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