Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614885.3413 | 604268.6764 | 10616.6649 | -63769.952 | 56573.288 | -120343.24 |
Total P&L (%) | 614.8853 | 604.2687 | 10.6167 | -63.77 | 56.5733 | -120.3432 |
Avg Daily Profit (%) | 0.3272 | 0.3216 | 0.0057 | -0.054 | 0.0239 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166571 | -126340 | -196546 | -257954 | -107079 | -319433 |
Profit Factor | 1.2694 | 1.5567 | 1.0089 | 0.9674 | 1.0607 | 0.8826 |
Total Trades | 1071 | 535 | 536 | 1071 | 535 | 536 |
Winning Trades | 400 | 177 | 223 | 400 | 177 | 223 |
Losing Trades | 671 | 358 | 313 | 671 | 358 | 313 |
Profitability (%) | 37.3483 | 33.0841 | 41.6045 | 37.3483 | 33.0841 | 41.6045 |
Ratio Avg Win / Avg Loss | 2.1295 | 3.1486 | 1.416 | 1.6228 | 2.1454 | 1.2388 |
Largest Winning Trade | 361648 | 361648 | 42384 | 208802 | 208802 | 70141 |
Largest Losing Trade | -41551 | -18955 | -41551 | -63277 | -37330 | -63277 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 36 | 49 | 26 | 36 | 49 | 26 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 22233 | 12756 | 9477 | 22233 | 12756 | 9477 |
Profit Streak | 15.7174 | 0 | 16.9674 | 15.7174 | 0 | 16.9674 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414234 | 280067 | -542306 | -576626 | -318601 | -578785 |
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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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