Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303881.2238 | 307151.9994 | -3270.7756 | -19919.443 | 440375.9417 | -460295.3846 |
Total P&L (%) | 303.8812 | 307.152 | -3.2708 | -19.9194 | 440.3759 | -460.2954 |
Avg Daily Profit (%) | 0.1878 | 0.1898 | -0.002 | -0.0137 | 0.1043 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209460 | -167363 | -166697 | -907186 | -391520 | -755877 |
Profit Factor | 1.1772 | 1.3577 | 0.9962 | 0.9956 | 1.2017 | 0.8038 |
Total Trades | 601 | 301 | 300 | 601 | 301 | 300 |
Winning Trades | 293 | 148 | 145 | 293 | 148 | 145 |
Losing Trades | 308 | 153 | 155 | 308 | 153 | 155 |
Profitability (%) | 48.7521 | 49.1694 | 48.3333 | 48.7521 | 49.1694 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.2375 | 1.4036 | 1.0649 | 1.0466 | 1.2423 | 0.8592 |
Largest Winning Trade | 161316 | 161316 | 52602 | 211467 | 211467 | 144831 |
Largest Losing Trade | -36482 | -27397 | -36482 | -234766 | -110635 | -234766 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 40 | 29 | 51 | 40 | 29 | 51 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 19064 | 7985 | 11079 | 19064 | 7985 | 11079 |
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 | -15437 | 321996 | -578746 | -576456 | -53249 | -580412 |
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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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