Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237534.1622 | 188402.3747 | 49131.7875 | -7601.5016 | 748128.3989 | -755729.9005 |
Total P&L (%) | 237.5342 | 188.4024 | 49.1318 | -7.6015 | 748.1284 | -755.7299 |
Avg Daily Profit (%) | 0.1932 | 0.1533 | 0.04 | -0.0064 | 0.1741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171872 | -128060 | -175041 | -810495 | -232054 | -1185145 |
Profit Factor | 1.1048 | 1.1671 | 1.0431 | 0.9987 | 1.3093 | 0.7687 |
Total Trades | 1012 | 506 | 506 | 1012 | 506 | 506 |
Winning Trades | 528 | 253 | 275 | 528 | 253 | 275 |
Losing Trades | 484 | 253 | 231 | 484 | 253 | 231 |
Profitability (%) | 52.1739 | 50 | 54.3478 | 52.1739 | 50 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.0127 | 1.1671 | 0.8762 | 0.9154 | 1.3093 | 0.6457 |
Largest Winning Trade | 69029 | 69029 | 38955 | 348297 | 348297 | 137574 |
Largest Losing Trade | -37029 | -37029 | -34138 | -252232 | -78682 | -252232 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 14740 | 7377 | 7363 | 14740 | 7377 | 7363 |
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 | -91441 | -27135 | -312733 | -574543 | 371638 | -577848 |
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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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