Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188615.066 | 180132.4901 | 8482.5759 | 22870.8728 | 105776.3036 | -82905.4308 |
Total P&L (%) | 188.6151 | 180.1325 | 8.4826 | 22.8709 | 105.7763 | -82.9054 |
Avg Daily Profit (%) | 0.1811 | 0.1729 | 0.0081 | 0.0198 | 0.0693 | -0.1694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159673 | -87939 | -139004 | -163291 | -104365 | -148238 |
Profit Factor | 1.1446 | 1.301 | 1.012 | 1.0203 | 1.2006 | 0.8618 |
Total Trades | 485 | 242 | 243 | 485 | 242 | 243 |
Winning Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Losing Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Profitability (%) | 50.1031 | 50 | 50.2058 | 50.1031 | 50 | 50.2058 |
Ratio Avg Win / Avg Loss | 1.1399 | 1.301 | 1.0037 | 1.0161 | 1.2006 | 0.8548 |
Largest Winning Trade | 33605 | 33605 | 27784 | 34497 | 34497 | 27627 |
Largest Losing Trade | -30920 | -27917 | -30920 | -44780 | -30369 | -44780 |
Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Winners | 56 | 59 | 52 | 56 | 59 | 52 |
Avg Bars in Losers | 46 | 48 | 43 | 46 | 48 | 43 |
Bars Traded | 24797 | 13119 | 11678 | 24797 | 13119 | 11678 |
Profit Streak | 0 | 8.0343 | 0 | 0 | 8.0343 | 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 | -51454 | 319129 | -554292 | -367075 | -99545 | -580035 |
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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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