Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386287.6756 | 374226.6055 | 12061.0701 | -34835.437 | 239796.5718 | -274632.0088 |
Total P&L (%) | 386.2877 | 374.2266 | 12.0611 | -34.8354 | 239.7966 | -274.632 |
Avg Daily Profit (%) | 0.2037 | 0.1973 | 0.0064 | -0.0226 | 0.0645 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244704 | -144032 | -129358 | -473224 | -163324 | -372330 |
Profit Factor | 1.1627 | 1.3143 | 1.0102 | 0.9859 | 1.2221 | 0.8023 |
Total Trades | 703 | 351 | 352 | 703 | 351 | 352 |
Winning Trades | 441 | 221 | 220 | 441 | 221 | 220 |
Losing Trades | 262 | 130 | 132 | 262 | 130 | 132 |
Profitability (%) | 62.7312 | 62.963 | 62.5 | 62.7312 | 62.963 | 62.5 |
Ratio Avg Win / Avg Loss | 0.6908 | 0.7731 | 0.6061 | 0.5857 | 0.7189 | 0.4814 |
Largest Winning Trade | 50074 | 50074 | 30579 | 66780 | 66780 | 48660 |
Largest Losing Trade | -60141 | -41390 | -60141 | -244577 | -77832 | -244577 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 5 | 5 | 6 | 5 | 5 | 6 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 5611 | 2635 | 2976 | 5611 | 2635 | 2976 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29577 | 336255 | -493787 | -574760 | -105611 | -577595 |
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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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