Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744287.512 | 783537.6969 | -39250.1849 | -78868.4578 | 19052.6294 | -97921.0872 |
Total P&L (%) | 744.2875 | 783.5377 | -39.2502 | -78.8685 | 19.0526 | -97.9211 |
Avg Daily Profit (%) | 0.3207 | 0.3376 | -0.0169 | -0.067 | 0.0075 | -0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205533 | -208712 | -239109 | -226249 | -140317 | -133749 |
Profit Factor | 1.227 | 1.3696 | 0.9662 | 0.9287 | 1.0265 | 0.7473 |
Total Trades | 1340 | 670 | 670 | 1340 | 670 | 670 |
Winning Trades | 428 | 175 | 253 | 428 | 175 | 253 |
Losing Trades | 912 | 495 | 417 | 912 | 495 | 417 |
Profitability (%) | 31.9403 | 26.1194 | 37.7612 | 31.9403 | 26.1194 | 37.7612 |
Ratio Avg Win / Avg Loss | 2.6144 | 3.8741 | 1.5924 | 1.979 | 2.9035 | 1.2317 |
Largest Winning Trade | 589348 | 589348 | 50950 | 200577 | 200577 | 9988 |
Largest Losing Trade | -22773 | -22773 | -14912 | -18395 | -18395 | -17524 |
Avg Bars in Trades | 10 | 16 | 3 | 10 | 16 | 3 |
Avg Bars in Winners | 19 | 39 | 6 | 19 | 39 | 6 |
Avg Bars in Losers | 5 | 8 | 2 | 5 | 8 | 2 |
Bars Traded | 13869 | 11228 | 2641 | 13869 | 11228 | 2641 |
Profit Streak | 11.6533 | 12.9866 | 0 | 11.6533 | 12.9866 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372997 | -10215 | -579537 | -577457 | -401629 | -580648 |
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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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