Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281599.5749 | 310067.6295 | -28468.0546 | -61217.4192 | 5772.0164 | -66989.4356 |
Total P&L (%) | 281.5996 | 310.0676 | -28.4681 | -61.2174 | 5.772 | -66.9894 |
Avg Daily Profit (%) | 0.1585 | 0.1745 | -0.016 | -0.0533 | 0.0032 | -0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194024 | -135899 | -180086 | -129442 | -77963 | -102128 |
Profit Factor | 1.0962 | 1.2123 | 0.9806 | 0.9419 | 1.0107 | 0.8698 |
Total Trades | 1029 | 515 | 514 | 1029 | 515 | 514 |
Winning Trades | 517 | 254 | 263 | 517 | 254 | 263 |
Losing Trades | 512 | 261 | 251 | 512 | 261 | 251 |
Profitability (%) | 50.243 | 49.3204 | 51.1673 | 50.243 | 49.3204 | 51.1673 |
Ratio Avg Win / Avg Loss | 1.0856 | 1.2457 | 0.9358 | 0.9328 | 1.0386 | 0.8301 |
Largest Winning Trade | 83457 | 83457 | 22093 | 33479 | 33479 | 12844 |
Largest Losing Trade | -41239 | -41239 | -34293 | -32012 | -32012 | -26196 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 21234 | 10628 | 10606 | 21234 | 10628 | 10606 |
Profit Streak | 0 | 0 | 12.279 | 0 | 0 | 12.279 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101351 | 327606 | -576706 | -574742 | -560973 | -576706 |
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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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