Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284845.8662 | 321198.1709 | -36352.3047 | -103035.604 | 645907.8457 | -748943.4497 |
Total P&L (%) | 284.8459 | 321.1982 | -36.3523 | -103.0356 | 645.9078 | -748.9435 |
Avg Daily Profit (%) | 0.1441 | 0.1625 | -0.0184 | 0 | 0.1017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169111 | -156584 | -261608 | -634305 | -153683 | -964111 |
Profit Factor | 1.1121 | 1.2472 | 0.9707 | 0.9714 | 1.4299 | 0.6428 |
Total Trades | 820 | 410 | 410 | 820 | 410 | 410 |
Winning Trades | 443 | 220 | 223 | 426 | 215 | 211 |
Losing Trades | 377 | 190 | 187 | 394 | 195 | 199 |
Profitability (%) | 54.0244 | 53.6585 | 54.3902 | 51.9512 | 52.439 | 51.4634 |
Ratio Avg Win / Avg Loss | 0.9464 | 1.0771 | 0.814 | 0.8984 | 1.2968 | 0.6062 |
Largest Winning Trade | 50308 | 50308 | 48344 | 106906 | 106906 | 58836 |
Largest Losing Trade | -103923 | -40249 | -103923 | -400127 | -78574 | -400127 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 6 | 6 | 7 | 6 | 7 | 6 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5915 | 2953 | 2962 | 5915 | 2953 | 2962 |
Profit Streak | 0 | 0 | 497.0776 | 484.7443 | 500.0776 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94073 | 338441 | -577007 | -574963 | -52387 | -578722 |
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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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