Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346778.7367 | 382756.9511 | -35978.2144 | -96053.3631 | 641562.1161 | -737615.4792 |
Total P&L (%) | 346.7787 | 382.757 | -35.9782 | -96.0534 | 641.5621 | -737.6155 |
Avg Daily Profit (%) | 0.1499 | 0.1654 | -0.0156 | -0.1396 | 0.0866 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -329169 | -174583 | -383355 | -617454 | -121702 | -952345 |
Profit Factor | 1.1324 | 1.354 | 0.9766 | 0.9446 | 2.6702 | 0.4534 |
Total Trades | 706 | 353 | 353 | 706 | 353 | 353 |
Winning Trades | 362 | 180 | 182 | 362 | 180 | 182 |
Losing Trades | 344 | 173 | 171 | 344 | 173 | 171 |
Profitability (%) | 51.2748 | 50.9915 | 51.5581 | 51.2748 | 50.9915 | 51.5581 |
Ratio Avg Win / Avg Loss | 1.0761 | 1.3013 | 0.9176 | 0.8976 | 2.5663 | 0.426 |
Largest Winning Trade | 44952 | 44952 | 37698 | 191581 | 191581 | 40561 |
Largest Losing Trade | -90109 | -42650 | -90109 | -485193 | -53073 | -485193 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 13665 | 6118 | 7547 | 13665 | 6118 | 7547 |
Profit Streak | 22.7862 | 24.7862 | 22.7862 | 22.7862 | 24.7862 | 22.7862 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62208 | 376616 | -577968 | -575138 | -69060 | -577968 |
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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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