Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264662.0615 | 251591.5084 | 13070.5531 | -13319.6994 | -157571.9143 | 144252.2149 |
Total P&L (%) | 264.6621 | 251.5915 | 13.0706 | -13.3197 | -157.5719 | 144.2522 |
Avg Daily Profit (%) | 0.2541 | 0.2415 | 0.0125 | -0.0137 | 0 | 0.0858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224884 | -177251 | -62885 | -734180 | -585894 | -191239 |
Profit Factor | 1.2371 | 1.3265 | 1.0378 | 0.9953 | 0.9203 | 1.1637 |
Total Trades | 564 | 282 | 282 | 564 | 282 | 282 |
Winning Trades | 265 | 119 | 146 | 265 | 119 | 146 |
Losing Trades | 299 | 163 | 136 | 299 | 163 | 136 |
Profitability (%) | 46.9858 | 42.1986 | 51.7731 | 46.9858 | 42.1986 | 51.7731 |
Ratio Avg Win / Avg Loss | 1.3958 | 1.817 | 0.9667 | 1.123 | 1.2606 | 1.084 |
Largest Winning Trade | 258247 | 258247 | 23299 | 241849 | 241849 | 108560 |
Largest Losing Trade | -28335 | -28335 | -17586 | -105983 | -105983 | -82533 |
Avg Bars in Trades | 43 | 76 | 11 | 43 | 76 | 11 |
Avg Bars in Winners | 54 | 108 | 10 | 54 | 108 | 10 |
Avg Bars in Losers | 34 | 53 | 11 | 34 | 53 | 11 |
Bars Traded | 24769 | 21569 | 3200 | 24769 | 21569 | 3200 |
Profit Streak | 0 | 0 | 27.0674 | 0 | 0 | 27.0674 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344062 | 259870 | -423976 | -577336 | -581225 | -115955 |
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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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