Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328192.0671 | 295685.5864 | 32506.4807 | -48725.0322 | -24287.724 | -24437.3083 |
Total P&L (%) | 328.1921 | 295.6856 | 32.5065 | -48.725 | -24.2877 | -24.4373 |
Avg Daily Profit (%) | 0.2028 | 0.1827 | 0.0201 | -0.0413 | -0.0172 | -0.0173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169297 | -94997 | -209354 | -96706 | -74294 | -110226 |
Profit Factor | 1.1452 | 1.2854 | 1.0265 | 0.9523 | 0.9528 | 0.9519 |
Total Trades | 847 | 423 | 424 | 847 | 423 | 424 |
Winning Trades | 472 | 241 | 231 | 472 | 241 | 231 |
Losing Trades | 374 | 181 | 193 | 374 | 181 | 193 |
Profitability (%) | 55.7261 | 56.974 | 54.4811 | 55.7261 | 56.974 | 54.4811 |
Ratio Avg Win / Avg Loss | 0.9074 | 0.9654 | 0.8577 | 0.7546 | 0.7156 | 0.7953 |
Largest Winning Trade | 51357 | 51357 | 34596 | 26640 | 26640 | 11559 |
Largest Losing Trade | -78462 | -38697 | -78462 | -21460 | -21434 | -21460 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 19177 | 10284 | 8893 | 19177 | 10284 | 8893 |
Profit Streak | 491.2728 | 0 | 497.7728 | 491.2728 | 0 | 497.7728 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48433 | 311000 | -358431 | -574333 | -577940 | -577298 |
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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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