Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267452.5172 | 223741.5739 | 43710.9433 | -68317.9563 | 5205171.3469 | -5273489.3032 |
Total P&L (%) | 267.4525 | 223.7416 | 43.7109 | -68.318 | 5205.1713 | -5273.4893 |
Avg Daily Profit (%) | 0.1161 | 0.0972 | 0.019 | -0.0499 | 0.1726 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -388690 | -170348 | -311407 | -14625684 | -7646173 | -10653316 |
Profit Factor | 1.0834 | 1.1413 | 1.0269 | 0.9986 | 1.2449 | 0.8145 |
Total Trades | 1160 | 580 | 580 | 1160 | 580 | 580 |
Winning Trades | 579 | 289 | 290 | 579 | 289 | 290 |
Losing Trades | 581 | 291 | 290 | 581 | 291 | 290 |
Profitability (%) | 49.9138 | 49.8276 | 50 | 49.9138 | 49.8276 | 50 |
Ratio Avg Win / Avg Loss | 1.0871 | 1.1492 | 1.0269 | 1.0021 | 1.2535 | 0.8145 |
Largest Winning Trade | 45569 | 42043 | 45569 | 3580804 | 1483734 | 3580804 |
Largest Losing Trade | -51001 | -32124 | -51001 | -2101617 | -2101617 | -1882447 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 6889 | 3438 | 3451 | 6889 | 3438 | 3451 |
Profit Streak | 10.2586 | 12.2586 | 10.2586 | 10.2586 | 12.2586 | 10.2586 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158844 | -124582 | -356474 | -571167 | 407553 | -576924 |
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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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