Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391593.1455 | 386874.1436 | 4719.0019 | 23230.3926 | 327027.3784 | -303796.9858 |
Total P&L (%) | 391.5931 | 386.8741 | 4.719 | 23.2304 | 327.0274 | -303.797 |
Avg Daily Profit (%) | 0.1561 | 0.1542 | 0.0019 | 0.0083 | 0.0579 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137212 | -91386 | -140421 | -792384 | -482470 | -374427 |
Profit Factor | 1.184 | 1.4023 | 1.004 | 1.0041 | 1.1245 | 0.9023 |
Total Trades | 696 | 348 | 348 | 696 | 348 | 348 |
Winning Trades | 368 | 182 | 186 | 368 | 182 | 186 |
Losing Trades | 328 | 166 | 162 | 328 | 166 | 162 |
Profitability (%) | 52.8736 | 52.2989 | 53.4483 | 52.8736 | 52.2989 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.0553 | 1.279 | 0.8745 | 0.8949 | 1.0257 | 0.7859 |
Largest Winning Trade | 49722 | 49722 | 46574 | 175739 | 175739 | 122023 |
Largest Losing Trade | -54338 | -29705 | -54338 | -185317 | -185317 | -172341 |
Avg Bars in Trades | 21 | 16 | 26 | 21 | 16 | 26 |
Avg Bars in Winners | 20 | 16 | 25 | 20 | 16 | 25 |
Avg Bars in Losers | 22 | 16 | 28 | 22 | 16 | 28 |
Bars Traded | 14900 | 5625 | 9275 | 14900 | 5625 | 9275 |
Profit Streak | 36.1883 | 0 | 43.0216 | 36.1883 | 0 | 43.0216 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6004 | 352024 | -571277 | -399348 | -197318 | -578236 |
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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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