Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356783.0435 | 345469.5666 | 11313.4769 | -19414.5799 | 204255.8573 | -223670.4371 |
Total P&L (%) | 356.783 | 345.4696 | 11.3135 | -19.4146 | 204.2559 | -223.6704 |
Avg Daily Profit (%) | 0.1865 | 0.1806 | 0.0059 | -0.0113 | 0.0582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187224 | -84722 | -218442 | -487832 | -307803 | -422650 |
Profit Factor | 1.159 | 1.3335 | 1.0094 | 0.9957 | 1.0979 | 0.9069 |
Total Trades | 701 | 350 | 351 | 701 | 350 | 351 |
Winning Trades | 369 | 180 | 189 | 369 | 180 | 189 |
Losing Trades | 332 | 170 | 162 | 332 | 170 | 162 |
Profitability (%) | 52.6391 | 51.4286 | 53.8462 | 52.6391 | 51.4286 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.0428 | 1.2594 | 0.8652 | 0.8958 | 1.0369 | 0.7773 |
Largest Winning Trade | 89692 | 89692 | 33097 | 87093 | 80995 | 87093 |
Largest Losing Trade | -50628 | -29705 | -50628 | -105360 | -103985 | -105360 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 11365 | 5758 | 5607 | 11365 | 5758 | 5607 |
Profit Streak | 0 | 9.0576 | 0 | 0 | 9.0576 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33845 | 365360 | -519673 | -576496 | -225641 | -578722 |
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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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