Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -111372.1833 | 8689.166 | -120061.3493 | -99225.009 | 284917.0667 | -384142.0757 |
Total P&L (%) | -111.3722 | 8.6892 | -120.0613 | -99.225 | 284.9171 | -384.1421 |
Avg Daily Profit (%) | -0.2138 | 0.0167 | -0.2305 | -0.9288 | 0.2591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285868 | -131979 | -222072 | -440385 | -70717 | -571566 |
Profit Factor | 0.947 | 1.0088 | 0.8922 | 0.9582 | 1.2871 | 0.7214 |
Total Trades | 1388 | 694 | 694 | 1388 | 694 | 694 |
Winning Trades | 646 | 316 | 330 | 646 | 316 | 330 |
Losing Trades | 742 | 378 | 364 | 742 | 378 | 364 |
Profitability (%) | 46.5418 | 45.5331 | 47.5504 | 46.5418 | 45.5331 | 47.5504 |
Ratio Avg Win / Avg Loss | 1.0877 | 1.2067 | 0.9841 | 1.1005 | 1.5396 | 0.7957 |
Largest Winning Trade | 20777 | 19486 | 20777 | 53666 | 53666 | 35037 |
Largest Losing Trade | -97555 | -11643 | -97555 | -298569 | -29935 | -298569 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 19 | 17 | 20 | 19 | 17 | 20 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 24795 | 11769 | 13027 | 24795 | 11769 | 13027 |
Profit Streak | 0 | 0 | 2.0191 | 0 | 0 | 2.0191 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573944 | -546137 | -580553 | -573944 | 370231 | -580553 |
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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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