Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509060.9359 | 552968.7287 | -43907.7928 | -16475.2091 | 201142.9288 | -217618.1378 |
Total P&L (%) | 509.0609 | 552.9687 | -43.9078 | -16.4752 | 201.1429 | -217.6181 |
Avg Daily Profit (%) | 0.2712 | 0.2946 | -0.0234 | -0.0096 | 0.0588 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123776 | -91992 | -126927 | -634652 | -311203 | -549054 |
Profit Factor | 1.2028 | 1.4597 | 0.9664 | 0.9967 | 1.0818 | 0.9153 |
Total Trades | 875 | 438 | 437 | 875 | 438 | 437 |
Winning Trades | 386 | 186 | 200 | 386 | 186 | 200 |
Losing Trades | 489 | 252 | 237 | 489 | 252 | 237 |
Profitability (%) | 44.1143 | 42.4658 | 45.7666 | 44.1143 | 42.4658 | 45.7666 |
Ratio Avg Win / Avg Loss | 1.5238 | 1.9777 | 1.1452 | 1.2627 | 1.4657 | 1.0847 |
Largest Winning Trade | 294762 | 294762 | 43729 | 186419 | 186419 | 152203 |
Largest Losing Trade | -35094 | -25390 | -35094 | -139906 | -93506 | -139906 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 7244 | 3535 | 3709 | 7244 | 3535 | 3709 |
Profit Streak | 2.6273 | 6.8773 | 0 | 2.6273 | 6.8773 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371121 | 405201 | -578751 | -578049 | -244766 | -578751 |
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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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