Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189949.3077 | 161659.0225 | 28290.2851 | 84666.8406 | 270296.8114 | -185629.9708 |
Total P&L (%) | 189.9493 | 161.659 | 28.2903 | 84.6668 | 270.2968 | -185.63 |
Avg Daily Profit (%) | 0.1824 | 0.1552 | 0.0272 | 0.0589 | 0.1258 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88309 | -60425 | -77716 | -287996 | -155083 | -296828 |
Profit Factor | 1.1608 | 1.2923 | 1.045 | 1.0321 | 1.2273 | 0.8719 |
Total Trades | 587 | 294 | 293 | 587 | 294 | 293 |
Winning Trades | 298 | 152 | 146 | 298 | 152 | 146 |
Losing Trades | 289 | 142 | 147 | 289 | 142 | 147 |
Profitability (%) | 50.7666 | 51.7007 | 49.8294 | 50.7666 | 51.7007 | 49.8294 |
Ratio Avg Win / Avg Loss | 1.1257 | 1.2073 | 1.0522 | 1.0009 | 1.1466 | 0.8779 |
Largest Winning Trade | 37991 | 37991 | 31175 | 111897 | 111897 | 63695 |
Largest Losing Trade | -26524 | -20273 | -26524 | -123188 | -67129 | -123188 |
Avg Bars in Trades | 42 | 37 | 46 | 42 | 37 | 46 |
Avg Bars in Winners | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 24674 | 10949 | 13725 | 24674 | 10949 | 13725 |
Profit Streak | 0 | 0 | 8.0795 | 0 | 0 | 8.0795 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33039 | 305193 | -328822 | -296330 | -24281 | -578736 |
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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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