Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424819.073 | 403485.0639 | 21334.0091 | -100174.9569 | -13690.7593 | -86484.1976 |
Total P&L (%) | 424.8191 | 403.4851 | 21.334 | -100.175 | -13.6908 | -86.4842 |
Avg Daily Profit (%) | 0.2039 | 0.1937 | 0.0102 | 0 | -0.0071 | -0.096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139225 | -111068 | -330345 | -149789 | -42538 | -151530 |
Profit Factor | 1.1818 | 1.3771 | 1.0168 | 0.5345 | 0.72 | 0.4799 |
Total Trades | 752 | 376 | 376 | 752 | 376 | 376 |
Winning Trades | 408 | 214 | 194 | 349 | 173 | 176 |
Losing Trades | 344 | 162 | 182 | 403 | 203 | 200 |
Profitability (%) | 54.2553 | 56.9149 | 51.5957 | 46.4096 | 46.0106 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.9964 | 1.0425 | 0.954 | 0.6172 | 0.8448 | 0.5454 |
Largest Winning Trade | 94435 | 94435 | 46354 | 39753 | 23743 | 39753 |
Largest Losing Trade | -102222 | -46901 | -102222 | -148180 | -20347 | -148180 |
Avg Bars in Trades | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Winners | 32 | 30 | 34 | 31 | 34 | 28 |
Avg Bars in Losers | 33 | 39 | 28 | 34 | 34 | 34 |
Bars Traded | 24774 | 12938 | 11836 | 24774 | 12938 | 11836 |
Profit Streak | 17.0318 | 17.0318 | 28.0318 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8557 | 395964 | -385695 | -578246 | -580919 | -580609 |
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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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