Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533559.6265 | 551584.3731 | -18024.7466 | -27433.259 | -46542.5805 | 19109.3215 |
Total P&L (%) | 533.5596 | 551.5844 | -18.0247 | -27.4333 | -46.5426 | 19.1093 |
Avg Daily Profit (%) | 0.2255 | 0.2331 | -0.0076 | -0.0136 | -0.0265 | 0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178165 | -124310 | -179951 | -275853 | -283407 | -130115 |
Profit Factor | 1.4561 | 1.9766 | 0.9702 | 0.9798 | 0.9294 | 1.0274 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 42.1053 | 37.9032 | 46.3415 | 42.1053 | 37.9032 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.0022 | 3.2382 | 1.1234 | 1.3472 | 1.5226 | 1.1896 |
Largest Winning Trade | 357979 | 357979 | 59887 | 128073 | 104069 | 128073 |
Largest Losing Trade | -61428 | -32766 | -61428 | -72129 | -50751 | -72129 |
Avg Bars in Trades | 35 | 30 | 41 | 35 | 30 | 41 |
Avg Bars in Winners | 55 | 46 | 63 | 55 | 46 | 63 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 8882 | 3800 | 5082 | 8882 | 3800 | 5082 |
Profit Streak | 0 | 0 | 25.3744 | 0 | 0 | 25.3744 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310571 | 257271 | -580218 | -580889 | -582929 | -381914 |
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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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