Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138279.0693 | 302105.27 | -163826.2007 | 150359.6588 | 527590.7066 | -377231.0479 |
Total P&L (%) | 138.2791 | 302.1053 | -163.8262 | 150.3597 | 527.5907 | -377.231 |
Avg Daily Profit (%) | 0.0736 | 0.1609 | -0.0872 | 0.0489 | 0.0979 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -340354 | -164216 | -329862 | -1342871 | -869790 | -843462 |
Profit Factor | 1.0629 | 1.3391 | 0.8747 | 1.0195 | 1.1578 | 0.9135 |
Total Trades | 535 | 268 | 267 | 535 | 268 | 267 |
Winning Trades | 275 | 137 | 138 | 275 | 140 | 135 |
Losing Trades | 260 | 131 | 129 | 260 | 128 | 132 |
Profitability (%) | 51.4019 | 51.1194 | 51.6854 | 51.4019 | 52.2388 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.0049 | 1.2805 | 0.8177 | 0.9639 | 1.0586 | 0.8932 |
Largest Winning Trade | 57446 | 57446 | 43757 | 422064 | 275129 | 422064 |
Largest Losing Trade | -248632 | -81229 | -248632 | -839359 | -199111 | -839359 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 18 | 17 | 18 | 22 | 26 | 17 |
Avg Bars in Losers | 23 | 28 | 19 | 19 | 18 | 19 |
Bars Traded | 11158 | 6162 | 4996 | 11158 | 6162 | 4996 |
Profit Streak | 5.2502 | 13.9168 | 0 | 5.2502 | 13.9168 | 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 | -241997 | 358399 | -579440 | -324392 | -106354 | -579586 |
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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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