Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248130.6155 | 270763.7687 | -22633.1532 | -19582.8241 | 95103.3676 | -114686.1917 |
Total P&L (%) | 248.1306 | 270.7638 | -22.6332 | -19.5828 | 95.1034 | -114.6862 |
Avg Daily Profit (%) | 0.1758 | 0.1919 | -0.016 | -0.0154 | 0.0474 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155553 | -155754 | -96582 | -221131 | -175460 | -144683 |
Profit Factor | 1.1493 | 1.296 | 0.9697 | 0.9893 | 1.0954 | 0.8622 |
Total Trades | 681 | 340 | 341 | 681 | 340 | 341 |
Winning Trades | 340 | 171 | 169 | 340 | 171 | 169 |
Losing Trades | 341 | 169 | 172 | 341 | 169 | 172 |
Profitability (%) | 49.9266 | 50.2941 | 49.5601 | 49.9266 | 50.2941 | 49.5601 |
Ratio Avg Win / Avg Loss | 1.1527 | 1.2808 | 0.9869 | 0.9922 | 1.0826 | 0.8775 |
Largest Winning Trade | 128038 | 128038 | 44592 | 112739 | 112739 | 31615 |
Largest Losing Trade | -23694 | -23694 | -23037 | -50669 | -50669 | -39312 |
Avg Bars in Trades | 24 | 30 | 18 | 24 | 30 | 18 |
Avg Bars in Winners | 29 | 35 | 22 | 29 | 35 | 22 |
Avg Bars in Losers | 20 | 25 | 14 | 20 | 25 | 14 |
Bars Traded | 16772 | 10371 | 6400 | 16772 | 10371 | 6400 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45091 | 319358 | -579443 | -576971 | -243948 | -579443 |
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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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