Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254908.3272 | 317785.411 | -62877.0838 | -70374.6248 | -131274.1158 | 60899.491 |
Total P&L (%) | 254.9083 | 317.7854 | -62.8771 | -70.3746 | -131.2741 | 60.8995 |
Avg Daily Profit (%) | 0.1314 | 0.1639 | -0.0324 | -0.0627 | 0 | 0.0245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215503 | -151983 | -277349 | -763807 | -335213 | -517701 |
Profit Factor | 1.1281 | 1.3329 | 0.9392 | 0.9609 | 0.8405 | 1.0625 |
Total Trades | 656 | 328 | 328 | 656 | 328 | 328 |
Winning Trades | 344 | 161 | 183 | 336 | 159 | 177 |
Losing Trades | 312 | 167 | 145 | 320 | 169 | 151 |
Profitability (%) | 52.439 | 49.0854 | 55.7927 | 51.2195 | 48.4756 | 53.9634 |
Ratio Avg Win / Avg Loss | 1.0232 | 1.3826 | 0.7442 | 0.9151 | 0.8934 | 0.9064 |
Largest Winning Trade | 76743 | 76743 | 29318 | 419282 | 59670 | 419282 |
Largest Losing Trade | -133529 | -30447 | -133529 | -278945 | -121260 | -278945 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 29 | 28 | 31 | 30 | 30 | 30 |
Avg Bars in Losers | 40 | 42 | 38 | 39 | 40 | 39 |
Bars Traded | 22935 | 11645 | 11290 | 22935 | 11645 | 11290 |
Profit Streak | 0 | 0 | 40.1169 | 0 | 0 | 40.1169 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93399 | 302432 | -577300 | -577192 | -580211 | -310944 |
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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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