Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175002.5935 | 208599.7441 | -33597.1506 | -60895.3003 | 33962.3876 | -94857.6879 |
Total P&L (%) | 175.0026 | 208.5997 | -33.5972 | -60.8953 | 33.9624 | -94.8577 |
Avg Daily Profit (%) | 0.1418 | 0.169 | -0.0272 | -0.076 | 0.0237 | -0.2402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275974 | -143074 | -145704 | -1369478 | -875392 | -548641 |
Profit Factor | 1.0977 | 1.24 | 0.9636 | 0.9896 | 1.011 | 0.966 |
Total Trades | 522 | 261 | 261 | 522 | 261 | 261 |
Winning Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Losing Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Profitability (%) | 59.387 | 59.387 | 59.387 | 59.387 | 59.387 | 59.387 |
Ratio Avg Win / Avg Loss | 0.7507 | 0.848 | 0.659 | 0.6768 | 0.6914 | 0.6606 |
Largest Winning Trade | 39022 | 39022 | 19812 | 176542 | 176542 | 134197 |
Largest Losing Trade | -51386 | -41720 | -51386 | -332428 | -332428 | -218737 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Losers | 40 | 49 | 31 | 40 | 49 | 31 |
Bars Traded | 14604 | 8191 | 6413 | 14604 | 8191 | 6413 |
Profit Streak | 0 | 23.213 | 0 | 0 | 23.213 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114286 | 321856 | -578473 | -576555 | -370502 | -578473 |
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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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