Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277045.6452 | 328022.8299 | -50977.1847 | -91228.9667 | 111625.529 | -202854.4956 |
Total P&L (%) | 277.0456 | 328.0228 | -50.9772 | -91.229 | 111.6255 | -202.8545 |
Avg Daily Profit (%) | 0.1485 | 0.1758 | -0.0273 | -0.1303 | 0.0402 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -322022 | -155306 | -280142 | -427329 | -174544 | -409353 |
Profit Factor | 1.0971 | 1.2377 | 0.9654 | 0.9417 | 1.1491 | 0.7511 |
Total Trades | 1061 | 531 | 530 | 1061 | 531 | 530 |
Winning Trades | 528 | 265 | 263 | 528 | 265 | 263 |
Losing Trades | 533 | 266 | 267 | 533 | 266 | 267 |
Profitability (%) | 49.7644 | 49.9058 | 49.6226 | 49.7644 | 49.9058 | 49.6226 |
Ratio Avg Win / Avg Loss | 1.1075 | 1.2423 | 0.9801 | 0.9506 | 1.1534 | 0.7625 |
Largest Winning Trade | 208840 | 208840 | 58589 | 166816 | 166816 | 60962 |
Largest Losing Trade | -31326 | -30336 | -31326 | -96370 | -76688 | -96370 |
Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Winners | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 22217 | 10509 | 11708 | 22217 | 10509 | 11708 |
Profit Streak | 0 | 0 | 8.3657 | 0 | 0 | 8.3657 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102591 | 344785 | -577761 | -574769 | -193320 | -577761 |
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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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