Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264217.4937 | 335556.9806 | -71339.4869 | -99606.64 | 38152.0259 | -137758.6658 |
Total P&L (%) | 264.2175 | 335.557 | -71.3395 | -99.6066 | 38.152 | -137.7587 |
Avg Daily Profit (%) | 0.138 | 0.1753 | -0.0373 | -0.2889 | 0.0169 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263446 | -133979 | -270327 | -158125 | -18674 | -180994 |
Profit Factor | 1.1042 | 1.2906 | 0.9483 | 0.6238 | 1.9646 | 0.3883 |
Total Trades | 707 | 354 | 353 | 707 | 354 | 353 |
Winning Trades | 370 | 186 | 184 | 370 | 186 | 184 |
Losing Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Profitability (%) | 52.3338 | 52.5424 | 52.1246 | 52.3338 | 52.5424 | 52.1246 |
Ratio Avg Win / Avg Loss | 1.0057 | 1.1657 | 0.871 | 0.5681 | 1.7745 | 0.3566 |
Largest Winning Trade | 73366 | 73366 | 36282 | 28256 | 28256 | 26119 |
Largest Losing Trade | -99193 | -30712 | -99193 | -156916 | -6084 | -156916 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 11321 | 5668 | 5653 | 11321 | 5668 | 5653 |
Profit Streak | 7.8548 | 7.8548 | 21.1881 | 7.8548 | 7.8548 | 21.1881 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109209 | 360551 | -577467 | -575369 | -166366 | -577467 |
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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) |
---|