Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395013.1958 | 390204.9488 | 4808.2471 | -35606.8117 | 21716.3187 | -57323.1305 |
Total P&L (%) | 395.0132 | 390.2049 | 4.8082 | -35.6068 | 21.7163 | -57.3231 |
Avg Daily Profit (%) | 0.1998 | 0.1974 | 0.0024 | -0.0223 | 0.0099 | -0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213049 | -99516 | -211448 | -319878 | -172797 | -200999 |
Profit Factor | 1.1195 | 1.2429 | 1.0028 | 0.988 | 1.0151 | 0.9625 |
Total Trades | 1748 | 874 | 874 | 1748 | 874 | 874 |
Winning Trades | 710 | 346 | 364 | 710 | 346 | 364 |
Losing Trades | 1038 | 528 | 510 | 1038 | 528 | 510 |
Profitability (%) | 40.6178 | 39.5881 | 41.6476 | 40.6178 | 39.5881 | 41.6476 |
Ratio Avg Win / Avg Loss | 1.6366 | 1.8967 | 1.4051 | 1.4445 | 1.549 | 1.3486 |
Largest Winning Trade | 143961 | 143961 | 52030 | 93187 | 93187 | 62031 |
Largest Losing Trade | -30115 | -30115 | -24287 | -49501 | -47405 | -49501 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 6 | 5 | 6 | 6 | 5 | 6 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 7900 | 3822 | 4077 | 7900 | 3822 | 4077 |
Profit Streak | 0 | 0 | 471.4284 | 0 | 0 | 471.4284 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76620 | 312579 | -570758 | -575343 | -387912 | -577111 |
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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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