Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285313.0648 | 405006.3388 | -119693.274 | -94738.9345 | -56541.9853 | -38196.9492 |
Total P&L (%) | 285.3131 | 405.0063 | -119.6933 | -94.7389 | -56.542 | -38.1969 |
Avg Daily Profit (%) | 0.1196 | 0.1698 | -0.0502 | -0.1234 | -0.0349 | -0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208707 | -158151 | -288913 | -163002 | -153153 | -73849 |
Profit Factor | 1.1209 | 1.343 | 0.8986 | 0.8644 | 0.8559 | 0.8754 |
Total Trades | 564 | 282 | 282 | 564 | 282 | 282 |
Winning Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Losing Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Profitability (%) | 48.5816 | 48.5816 | 48.5816 | 48.5816 | 48.5816 | 48.5816 |
Ratio Avg Win / Avg Loss | 1.1863 | 1.4215 | 0.951 | 0.9149 | 0.9059 | 0.9265 |
Largest Winning Trade | 170746 | 170746 | 64840 | 66678 | 66678 | 28901 |
Largest Losing Trade | -62405 | -46230 | -62405 | -58990 | -58990 | -19853 |
Avg Bars in Trades | 25 | 20 | 29 | 25 | 20 | 29 |
Avg Bars in Winners | 29 | 21 | 36 | 29 | 21 | 36 |
Avg Bars in Losers | 21 | 18 | 23 | 21 | 18 | 23 |
Bars Traded | 14122 | 5719 | 8403 | 14122 | 5719 | 8403 |
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 | -118213 | 300801 | -580132 | -578104 | -580132 | -580132 |
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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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