Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93847.2843 | 273811.4693 | -179964.185 | -102438.6684 | 588281.31 | -690719.9784 |
Total P&L (%) | 93.8473 | 273.8115 | -179.9642 | -102.4387 | 588.2813 | -690.72 |
Avg Daily Profit (%) | 0.058 | 0.1692 | -0.1112 | 0 | 0.1193 | 0 |
Buy And Hold Return (%) | 27.277 | 27.277 | 27.277 | 27.277 | 27.277 | 27.277 |
Max Trade Drawdown | -360503 | -208377 | -287106 | -857773 | -596141 | -714988 |
Profit Factor | 1.036 | 1.2164 | 0.8659 | 0.9793 | 1.2482 | 0.7319 |
Total Trades | 1340 | 670 | 670 | 1340 | 670 | 670 |
Winning Trades | 600 | 305 | 295 | 668 | 342 | 326 |
Losing Trades | 740 | 365 | 375 | 672 | 328 | 344 |
Profitability (%) | 44.7761 | 45.5224 | 44.0299 | 49.8507 | 51.0448 | 48.6567 |
Ratio Avg Win / Avg Loss | 1.2777 | 1.4556 | 1.1007 | 0.9852 | 1.1971 | 0.7723 |
Largest Winning Trade | 66434 | 66434 | 46913 | 316751 | 316751 | 83650 |
Largest Losing Trade | -118085 | -46891 | -118085 | -285483 | -144164 | -285483 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 16 | 17 | 15 | 15 | 16 | 14 |
Avg Bars in Losers | 12 | 13 | 11 | 13 | 14 | 12 |
Bars Traded | 19217 | 10188 | 9029 | 19217 | 10188 | 9029 |
Profit Streak | 468.4626 | 0 | 471.2959 | 0 | 469.8793 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -293639 | 302825 | -576855 | -573899 | -29621 | -578078 |
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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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