Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228465.5099 | 237914.6277 | -9449.1178 | -46962.393 | 176321.6182 | -223284.0112 |
Total P&L (%) | 228.4655 | 237.9146 | -9.4491 | -46.9624 | 176.3216 | -223.284 |
Avg Daily Profit (%) | 0.1617 | 0.1684 | -0.0067 | -0.0449 | 0.072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203725 | -78217 | -172549 | -712987 | -253254 | -636598 |
Profit Factor | 1.1104 | 1.2468 | 0.9914 | 0.9906 | 1.0716 | 0.9122 |
Total Trades | 895 | 448 | 447 | 895 | 448 | 447 |
Winning Trades | 585 | 292 | 293 | 585 | 292 | 293 |
Losing Trades | 310 | 156 | 154 | 310 | 156 | 154 |
Profitability (%) | 65.3631 | 65.1786 | 65.5481 | 65.3631 | 65.1786 | 65.5481 |
Ratio Avg Win / Avg Loss | 0.5884 | 0.6661 | 0.5211 | 0.5249 | 0.5725 | 0.4795 |
Largest Winning Trade | 42636 | 42636 | 17359 | 73158 | 73158 | 48999 |
Largest Losing Trade | -59092 | -31913 | -59092 | -183545 | -174521 | -183545 |
Avg Bars in Trades | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Winners | 1 | 1 | 1 | 1 | 1 | 1 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 2653 | 1317 | 1336 | 2653 | 1317 | 1336 |
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 | -86053 | 341091 | -576704 | -573417 | -236267 | -576704 |
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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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