Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324180.595 | 288110.2297 | 36070.3652 | -41510.6797 | 413703.051 | -455213.7307 |
Total P&L (%) | 324.1806 | 288.1102 | 36.0704 | -41.5107 | 413.7031 | -455.2137 |
Avg Daily Profit (%) | 0.1694 | 0.1506 | 0.0188 | -0.028 | 0.0856 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195514 | -157013 | -143887 | -692190 | -376747 | -640251 |
Profit Factor | 1.1358 | 1.2358 | 1.0309 | 0.9917 | 1.1697 | 0.8241 |
Total Trades | 764 | 382 | 382 | 764 | 382 | 382 |
Winning Trades | 368 | 171 | 197 | 368 | 171 | 197 |
Losing Trades | 396 | 211 | 185 | 396 | 211 | 185 |
Profitability (%) | 48.1675 | 44.7644 | 51.5707 | 48.1675 | 44.7644 | 51.5707 |
Ratio Avg Win / Avg Loss | 1.2222 | 1.5249 | 0.9681 | 1.0672 | 1.4433 | 0.7739 |
Largest Winning Trade | 79878 | 79878 | 37924 | 203235 | 203235 | 76728 |
Largest Losing Trade | -40050 | -23456 | -40050 | -228653 | -102421 | -228653 |
Avg Bars in Trades | 14 | 16 | 13 | 14 | 16 | 13 |
Avg Bars in Winners | 16 | 19 | 15 | 16 | 19 | 15 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 11416 | 6171 | 5245 | 11416 | 6171 | 5245 |
Profit Streak | 0 | 12.9759 | 0 | 0 | 12.9759 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60270 | 315533 | -356484 | -575555 | -111840 | -578855 |
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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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