Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415153.9211 | 425009.2205 | -9855.2994 | -73614.755 | 500650.5873 | -574265.3423 |
Total P&L (%) | 415.1539 | 425.0092 | -9.8553 | -73.6148 | 500.6506 | -574.2653 |
Avg Daily Profit (%) | 0.1785 | 0.1828 | -0.0042 | -0.0573 | 0.0771 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -280439 | -251956 | -194083 | -1123879 | -710118 | -663092 |
Profit Factor | 1.1542 | 1.2472 | 0.9899 | 0.9855 | 1.1644 | 0.7168 |
Total Trades | 755 | 377 | 378 | 755 | 377 | 378 |
Winning Trades | 413 | 195 | 218 | 413 | 195 | 218 |
Losing Trades | 342 | 182 | 160 | 342 | 182 | 160 |
Profitability (%) | 54.702 | 51.7241 | 57.672 | 54.702 | 51.7241 | 57.672 |
Ratio Avg Win / Avg Loss | 0.9558 | 1.1641 | 0.7265 | 0.8161 | 1.0868 | 0.5261 |
Largest Winning Trade | 129517 | 129517 | 22374 | 364737 | 364737 | 197979 |
Largest Losing Trade | -63100 | -63100 | -47651 | -307995 | -267588 | -307995 |
Avg Bars in Trades | 12 | 19 | 4 | 12 | 19 | 4 |
Avg Bars in Winners | 10 | 17 | 4 | 10 | 17 | 4 |
Avg Bars in Losers | 13 | 21 | 4 | 13 | 21 | 4 |
Bars Traded | 9247 | 7454 | 1792 | 9247 | 7454 | 1792 |
Profit Streak | 18.7629 | 18.7629 | 30.5129 | 18.7629 | 18.7629 | 30.5129 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38304 | 367817 | -576584 | -573959 | -126282 | -576584 |
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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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