Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327487.6528 | 317450.0189 | 10037.6339 | -74147.9046 | 52544.8758 | -126692.7804 |
Total P&L (%) | 327.4877 | 317.45 | 10.0376 | -74.1479 | 52.5449 | -126.6928 |
Avg Daily Profit (%) | 0.2047 | 0.1984 | 0.0063 | -0.0845 | 0.0264 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150327 | -93528 | -169852 | -348186 | -204844 | -366310 |
Profit Factor | 1.123 | 1.2279 | 1.0079 | 0.9775 | 1.0306 | 0.9196 |
Total Trades | 1069 | 535 | 534 | 1069 | 535 | 534 |
Winning Trades | 561 | 279 | 282 | 561 | 279 | 282 |
Losing Trades | 508 | 256 | 252 | 508 | 256 | 252 |
Profitability (%) | 52.479 | 52.1495 | 52.809 | 52.479 | 52.1495 | 52.809 |
Ratio Avg Win / Avg Loss | 1.0169 | 1.1267 | 0.9007 | 0.8851 | 0.9456 | 0.8218 |
Largest Winning Trade | 135559 | 135559 | 35313 | 160785 | 160785 | 56539 |
Largest Losing Trade | -54082 | -30911 | -54082 | -146559 | -60563 | -146559 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 18988 | 10195 | 8793 | 18988 | 10195 | 8793 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71126 | 361688 | -559669 | -574332 | -344509 | -577901 |
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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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