Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256910.4306 | 386675.8514 | -129765.4208 | -102975.4736 | 95298.1841 | -198273.6577 |
Total P&L (%) | 256.9104 | 386.6759 | -129.7654 | -102.9755 | 95.2982 | -198.2737 |
Avg Daily Profit (%) | 0.1079 | 0.1624 | -0.0545 | 0 | 0.0281 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -367533 | -172572 | -395916 | -235538 | -71468 | -295292 |
Profit Factor | 1.102 | 1.3725 | 0.9123 | 0.8986 | 1.2583 | 0.6931 |
Total Trades | 597 | 298 | 299 | 597 | 298 | 299 |
Winning Trades | 313 | 157 | 156 | 297 | 150 | 147 |
Losing Trades | 284 | 141 | 143 | 300 | 148 | 152 |
Profitability (%) | 52.4288 | 52.6846 | 52.1739 | 49.7487 | 50.3356 | 49.1639 |
Ratio Avg Win / Avg Loss | 0.9999 | 1.2326 | 0.8363 | 0.9076 | 1.2415 | 0.7167 |
Largest Winning Trade | 57952 | 57952 | 50898 | 68727 | 34262 | 68727 |
Largest Losing Trade | -123711 | -49807 | -123711 | -115526 | -34955 | -115526 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 20 | 20 | 20 | 24 | 24 | 23 |
Avg Bars in Losers | 26 | 26 | 26 | 22 | 21 | 23 |
Bars Traded | 14005 | 6986 | 7019 | 14005 | 6986 | 7019 |
Profit Streak | 8.1999 | 0 | 9.0333 | 0 | 10.5333 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154485 | 340399 | -578542 | -577478 | -153503 | -579817 |
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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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