Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64868.1271 | 437437.0964 | -372568.9692 | -99980.7441 | -69088.5767 | -30892.1674 |
Total P&L (%) | 64.8681 | 437.4371 | -372.569 | -99.9807 | -69.0886 | -30.8922 |
Avg Daily Profit (%) | 0.028 | 0.1886 | -0.1606 | -0.3681 | -0.0506 | -0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -517292 | -272450 | -454736 | -115940 | -73860 | -61437 |
Profit Factor | 1.0225 | 1.2909 | 0.7306 | 0.7518 | 0.7062 | 0.8157 |
Total Trades | 567 | 283 | 284 | 567 | 283 | 284 |
Winning Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Losing Trades | 274 | 136 | 138 | 274 | 136 | 138 |
Profitability (%) | 51.6755 | 51.9435 | 51.4085 | 51.6755 | 51.9435 | 51.4085 |
Ratio Avg Win / Avg Loss | 0.9562 | 1.1943 | 0.6906 | 0.703 | 0.6534 | 0.771 |
Largest Winning Trade | 632777 | 632777 | 43036 | 37305 | 37305 | 9455 |
Largest Losing Trade | -51710 | -36566 | -51710 | -23078 | -23078 | -15956 |
Avg Bars in Trades | 12 | 14 | 9 | 12 | 14 | 9 |
Avg Bars in Winners | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Losers | 13 | 16 | 10 | 13 | 16 | 10 |
Bars Traded | 6904 | 4146 | 2758 | 6904 | 4146 | 2758 |
Profit Streak | 0 | 12.5985 | 0 | 0 | 12.5985 | 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 | -349886 | 346320 | -579387 | -577320 | -578709 | -579387 |
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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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