Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500491.5683 | 505703.3382 | -5211.7699 | -67480.7357 | 106580.2539 | -174060.9896 |
Total P&L (%) | 500.4916 | 505.7033 | -5.2118 | -67.4807 | 106.5803 | -174.061 |
Avg Daily Profit (%) | 0.3124 | 0.3156 | -0.0033 | -0.0701 | 0.0453 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170078 | -138020 | -120606 | -312682 | -175466 | -232085 |
Profit Factor | 1.3171 | 1.5953 | 0.9928 | 0.9445 | 1.1724 | 0.7084 |
Total Trades | 559 | 280 | 279 | 559 | 280 | 279 |
Winning Trades | 261 | 116 | 145 | 261 | 116 | 145 |
Losing Trades | 298 | 164 | 134 | 298 | 164 | 134 |
Profitability (%) | 46.6905 | 41.4286 | 51.9713 | 46.6905 | 41.4286 | 51.9713 |
Ratio Avg Win / Avg Loss | 1.5038 | 2.2554 | 0.9175 | 1.0784 | 1.6575 | 0.6547 |
Largest Winning Trade | 404547 | 404547 | 52879 | 265259 | 265259 | 25415 |
Largest Losing Trade | -48219 | -29108 | -48219 | -58784 | -35479 | -58784 |
Avg Bars in Trades | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Winners | 40 | 46 | 35 | 40 | 46 | 35 |
Avg Bars in Losers | 27 | 30 | 24 | 27 | 30 | 24 |
Bars Traded | 18872 | 10435 | 8437 | 18872 | 10435 | 8437 |
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 | 429533 | 345643 | -579618 | -577477 | -164607 | -579618 |
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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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