Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322025.9211 | 359515.5312 | -37489.6102 | -78899.439 | 276926.4057 | -355825.8447 |
Total P&L (%) | 322.0259 | 359.5155 | -37.4896 | -78.8994 | 276.9264 | -355.8258 |
Avg Daily Profit (%) | 0.1389 | 0.155 | -0.0162 | -0.0671 | 0.0572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233520 | -120292 | -300036 | -634403 | -281776 | -537898 |
Profit Factor | 1.1467 | 1.3809 | 0.97 | 0.9741 | 1.2213 | 0.8022 |
Total Trades | 539 | 269 | 270 | 539 | 269 | 270 |
Winning Trades | 262 | 123 | 139 | 262 | 123 | 139 |
Losing Trades | 277 | 146 | 131 | 277 | 146 | 131 |
Profitability (%) | 48.6085 | 45.7249 | 51.4815 | 48.6085 | 45.7249 | 51.4815 |
Ratio Avg Win / Avg Loss | 1.2124 | 1.6392 | 0.9142 | 1.0299 | 1.4497 | 0.756 |
Largest Winning Trade | 121555 | 121555 | 44897 | 301083 | 301083 | 87849 |
Largest Losing Trade | -49398 | -32912 | -49398 | -152323 | -148525 | -152323 |
Avg Bars in Trades | 25 | 18 | 32 | 25 | 18 | 32 |
Avg Bars in Winners | 32 | 21 | 41 | 32 | 21 | 41 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 13829 | 4934 | 8895 | 13829 | 4934 | 8895 |
Profit Streak | 0 | 16.3214 | 0 | 0 | 16.3214 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64247 | 322870 | -579729 | -576558 | -116854 | -579729 |
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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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