Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339246.5032 | 283346.9091 | 55899.5941 | 5129.6892 | 150583.7013 | -145454.0121 |
Total P&L (%) | 339.2465 | 283.3469 | 55.8996 | 5.1297 | 150.5837 | -145.454 |
Avg Daily Profit (%) | 0.156 | 0.1303 | 0.0257 | 0.0023 | 0.0423 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134146 | -114777 | -85063 | -536910 | -407947 | -263750 |
Profit Factor | 1.202 | 1.3307 | 1.0679 | 1.0013 | 1.0761 | 0.9278 |
Total Trades | 511 | 255 | 256 | 511 | 255 | 256 |
Winning Trades | 248 | 119 | 129 | 248 | 119 | 129 |
Losing Trades | 263 | 136 | 127 | 263 | 136 | 127 |
Profitability (%) | 48.5323 | 46.6667 | 50.3906 | 48.5323 | 46.6667 | 50.3906 |
Ratio Avg Win / Avg Loss | 1.2747 | 1.5208 | 1.0514 | 1.0618 | 1.2298 | 0.9134 |
Largest Winning Trade | 89512 | 89512 | 44876 | 160365 | 155038 | 160365 |
Largest Losing Trade | -39557 | -37990 | -39557 | -161045 | -124967 | -161045 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 12888 | 6443 | 6445 | 12888 | 6443 | 6445 |
Profit Streak | 0 | 22.5483 | 0 | 0 | 22.5483 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327873 | -17337 | -304134 | -572253 | -273008 | -579665 |
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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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