Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328079.8011 | 330719.1059 | -2639.3048 | -71108.3499 | 318743.41 | -389851.7599 |
Total P&L (%) | 328.0798 | 330.7191 | -2.6393 | -71.1084 | 318.7434 | -389.8518 |
Avg Daily Profit (%) | 0.166 | 0.1673 | -0.0013 | -0.0628 | 0.0725 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214797 | -102384 | -219126 | -382976 | -252170 | -662793 |
Profit Factor | 1.1161 | 1.2246 | 0.998 | 0.9855 | 1.1283 | 0.8397 |
Total Trades | 1021 | 510 | 511 | 1021 | 510 | 511 |
Winning Trades | 513 | 261 | 252 | 513 | 261 | 252 |
Losing Trades | 508 | 249 | 259 | 508 | 249 | 259 |
Profitability (%) | 50.2449 | 51.1765 | 49.3151 | 50.2449 | 51.1765 | 49.3151 |
Ratio Avg Win / Avg Loss | 1.1053 | 1.1683 | 1.0258 | 0.9759 | 1.0764 | 0.863 |
Largest Winning Trade | 81566 | 81566 | 31786 | 127907 | 127907 | 56513 |
Largest Losing Trade | -55390 | -51532 | -55390 | -153932 | -105562 | -153932 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 7687 | 3840 | 3847 | 7687 | 3840 | 3847 |
Profit Streak | 475.1646 | 0 | 499.6646 | 475.1646 | 0 | 499.6646 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78850 | 342154 | -575579 | -574181 | -173023 | -577245 |
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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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