Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192379.4443 | 304351.2214 | -111971.7772 | -95451.3564 | 4661761.8874 | -4757213.2438 |
Total P&L (%) | 192.3794 | 304.3512 | -111.9718 | -95.4514 | 4661.7619 | -4757.2132 |
Avg Daily Profit (%) | 0.0827 | 0.1308 | -0.0481 | -0.1328 | 0.1662 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -469562 | -292075 | -314913 | -7293923 | -4035870 | -5424644 |
Profit Factor | 1.0737 | 1.2166 | 0.9071 | 0.9966 | 1.3259 | 0.6627 |
Total Trades | 828 | 414 | 414 | 828 | 414 | 414 |
Winning Trades | 475 | 242 | 233 | 475 | 242 | 233 |
Losing Trades | 353 | 172 | 181 | 353 | 172 | 181 |
Profitability (%) | 57.3672 | 58.4541 | 56.2802 | 57.3672 | 58.4541 | 56.2802 |
Ratio Avg Win / Avg Loss | 0.7979 | 0.8647 | 0.7047 | 0.7407 | 0.9424 | 0.5148 |
Largest Winning Trade | 82839 | 82839 | 23332 | 1561923 | 1561923 | 639111 |
Largest Losing Trade | -58392 | -58392 | -37634 | -2455610 | -2455610 | -2370092 |
Avg Bars in Trades | 16 | 23 | 9 | 16 | 23 | 9 |
Avg Bars in Winners | 10 | 13 | 8 | 10 | 13 | 8 |
Avg Bars in Losers | 24 | 38 | 10 | 24 | 38 | 10 |
Bars Traded | 13742 | 9922 | 3820 | 13742 | 9922 | 3820 |
Profit Streak | 7.9085 | 0 | 8.0752 | 7.9085 | 0 | 8.0752 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217021 | -17454 | -577403 | -574128 | 335046 | -577403 |
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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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