Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397494.6715 | 378352.8761 | 19141.7954 | -70079.5406 | 214951.1546 | -285030.6952 |
Total P&L (%) | 397.4947 | 378.3529 | 19.1418 | -70.0795 | 214.9512 | -285.0307 |
Avg Daily Profit (%) | 0.2112 | 0.201 | 0.0102 | -0.0641 | 0.061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182289 | -121290 | -155895 | -804686 | -798153 | -579892 |
Profit Factor | 1.1582 | 1.3339 | 1.0139 | 0.9912 | 1.0558 | 0.9301 |
Total Trades | 752 | 376 | 376 | 752 | 376 | 376 |
Winning Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Losing Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Profitability (%) | 46.2766 | 46.2766 | 46.2766 | 46.2766 | 46.2766 | 46.2766 |
Ratio Avg Win / Avg Loss | 1.3446 | 1.5486 | 1.177 | 1.1507 | 1.2257 | 1.0798 |
Largest Winning Trade | 91721 | 91721 | 72181 | 201369 | 201369 | 165792 |
Largest Losing Trade | -83868 | -35377 | -83868 | -195670 | -194584 | -195670 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 11161 | 5178 | 5983 | 11161 | 5178 | 5983 |
Profit Streak | 2.8423 | 18.3423 | 2.8423 | 2.8423 | 18.3423 | 2.8423 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36886 | 386856 | -393031 | -577181 | -268973 | -580167 |
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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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