Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213777.1425 | 248150.9131 | -34373.7705 | -42042.8663 | 325180.274 | -367223.1403 |
Total P&L (%) | 213.7771 | 248.1509 | -34.3738 | -42.0429 | 325.1803 | -367.2231 |
Avg Daily Profit (%) | 0.1515 | 0.1758 | -0.0244 | -0.0386 | 0.1026 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164665 | -112198 | -168434 | -372250 | -263416 | -524739 |
Profit Factor | 1.1267 | 1.2966 | 0.9596 | 0.9859 | 1.2313 | 0.7668 |
Total Trades | 470 | 235 | 235 | 470 | 235 | 235 |
Winning Trades | 279 | 148 | 131 | 279 | 148 | 131 |
Losing Trades | 191 | 87 | 104 | 191 | 87 | 104 |
Profitability (%) | 59.3617 | 62.9787 | 55.7447 | 59.3617 | 62.9787 | 55.7447 |
Ratio Avg Win / Avg Loss | 0.7713 | 0.7622 | 0.7618 | 0.6749 | 0.7238 | 0.6088 |
Largest Winning Trade | 26556 | 26556 | 16861 | 59439 | 59439 | 53419 |
Largest Losing Trade | -46868 | -46868 | -42496 | -120265 | -97090 | -120265 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Losers | 50 | 60 | 43 | 50 | 60 | 43 |
Bars Traded | 16705 | 9050 | 7655 | 16705 | 9050 | 7655 |
Profit Streak | 0 | 464.0242 | 0 | 0 | 464.0242 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71935 | 328628 | -579359 | -577108 | -54686 | -579359 |
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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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