Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386886.0962 | 391406.7397 | -4520.6435 | -65922.4335 | -74869.6799 | 8947.2464 |
Total P&L (%) | 386.8861 | 391.4067 | -4.5206 | -65.9224 | -74.8697 | 8.9472 |
Avg Daily Profit (%) | 0.1989 | 0.2013 | -0.0023 | -0.0553 | -0.071 | 0.0044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171223 | -141803 | -144137 | -189036 | -215025 | -99189 |
Profit Factor | 1.3121 | 1.594 | 0.9922 | 0.9345 | 0.8656 | 1.0199 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Losing Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Profitability (%) | 49.6032 | 46.0317 | 53.1746 | 49.6032 | 46.0317 | 53.1746 |
Ratio Avg Win / Avg Loss | 1.3331 | 1.8689 | 0.8737 | 0.9494 | 1.0149 | 0.8981 |
Largest Winning Trade | 390104 | 390104 | 55435 | 87646 | 87646 | 71425 |
Largest Losing Trade | -58120 | -36011 | -58120 | -55432 | -55432 | -46233 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 23 | 19 | 27 | 23 | 19 | 27 |
Avg Bars in Losers | 21 | 28 | 12 | 21 | 28 | 12 |
Bars Traded | 5593 | 3024 | 2569 | 5593 | 3024 | 2569 |
Profit Streak | 0 | 0 | 37.1305 | 0 | 0 | 37.1305 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331616 | 328989 | -579318 | -579336 | -580596 | -551523 |
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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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