Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360072.3314 | 343025.7927 | 17046.5387 | 17134.8637 | 527397.2815 | -510262.4179 |
Total P&L (%) | 360.0723 | 343.0258 | 17.0465 | 17.1349 | 527.3973 | -510.2624 |
Avg Daily Profit (%) | 0.2034 | 0.1938 | 0.0096 | 0.0089 | 0.1038 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183699 | -128874 | -197698 | -847512 | -390200 | -649358 |
Profit Factor | 1.1578 | 1.3197 | 1.0141 | 1.0036 | 1.2419 | 0.8068 |
Total Trades | 896 | 448 | 448 | 896 | 448 | 448 |
Winning Trades | 416 | 204 | 212 | 416 | 204 | 212 |
Losing Trades | 480 | 244 | 236 | 480 | 244 | 236 |
Profitability (%) | 46.4286 | 45.5357 | 47.3214 | 46.4286 | 45.5357 | 47.3214 |
Ratio Avg Win / Avg Loss | 1.3359 | 1.5785 | 1.1289 | 1.1579 | 1.4854 | 0.8981 |
Largest Winning Trade | 107456 | 107456 | 56250 | 424571 | 424571 | 158219 |
Largest Losing Trade | -31686 | -21989 | -31686 | -199459 | -82033 | -199459 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 10409 | 5074 | 5335 | 10409 | 5074 | 5335 |
Profit Streak | 0 | 0 | 8.1749 | 0 | 0 | 8.1749 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35330 | 331595 | -392150 | -402325 | -53952 | -579082 |
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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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