Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298550.4659 | 289386.0617 | 9164.4042 | -66918.3734 | 225953.0808 | -292871.4542 |
Total P&L (%) | 298.5505 | 289.3861 | 9.1644 | -66.9184 | 225.9531 | -292.8715 |
Avg Daily Profit (%) | 0.1868 | 0.1811 | 0.0057 | -0.0692 | 0.074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211679 | -104050 | -168928 | -552271 | -305210 | -618880 |
Profit Factor | 1.1233 | 1.2343 | 1.0077 | 0.9879 | 1.082 | 0.8948 |
Total Trades | 973 | 487 | 486 | 973 | 487 | 486 |
Winning Trades | 488 | 247 | 241 | 488 | 247 | 241 |
Losing Trades | 485 | 240 | 245 | 485 | 240 | 245 |
Profitability (%) | 50.1542 | 50.7187 | 49.5885 | 50.1542 | 50.7187 | 49.5885 |
Ratio Avg Win / Avg Loss | 1.1164 | 1.1993 | 1.0245 | 0.9818 | 1.0514 | 0.9096 |
Largest Winning Trade | 126608 | 126608 | 52535 | 320128 | 320128 | 139913 |
Largest Losing Trade | -46782 | -37714 | -46782 | -268022 | -81521 | -268022 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 18919 | 10117 | 8802 | 18919 | 10117 | 8802 |
Profit Streak | 0 | 0 | 7.3265 | 0 | 0 | 7.3265 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71587 | 342081 | -559298 | -574982 | -222126 | -577110 |
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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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