Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285409.4079 | 332894.7528 | -47485.3449 | -84852.4298 | 314087.1242 | -398939.5539 |
Total P&L (%) | 285.4094 | 332.8948 | -47.4853 | -84.8524 | 314.0871 | -398.9396 |
Avg Daily Profit (%) | 0.1502 | 0.1752 | -0.025 | -0.0993 | 0.0748 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -334616 | -163771 | -230007 | -1042558 | -440619 | -748697 |
Profit Factor | 1.1134 | 1.2692 | 0.9629 | 0.9731 | 1.2289 | 0.7767 |
Total Trades | 786 | 393 | 393 | 786 | 393 | 393 |
Winning Trades | 495 | 250 | 245 | 495 | 250 | 245 |
Losing Trades | 291 | 143 | 148 | 291 | 143 | 148 |
Profitability (%) | 62.9771 | 63.6132 | 62.341 | 62.9771 | 63.6132 | 62.341 |
Ratio Avg Win / Avg Loss | 0.6545 | 0.726 | 0.5817 | 0.5721 | 0.7029 | 0.4692 |
Largest Winning Trade | 93569 | 93569 | 31491 | 136428 | 136428 | 89483 |
Largest Losing Trade | -59095 | -37403 | -59095 | -553465 | -154330 | -553465 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3775 | 1819 | 1956 | 3775 | 1819 | 1956 |
Profit Streak | 3.4298 | 3.4298 | 7.9298 | 3.4298 | 3.4298 | 7.9298 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83658 | 303631 | -576268 | -574155 | -92277 | -576268 |
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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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