Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293322.0622 | 285745.8761 | 7576.1861 | -34114.3887 | 49741.2038 | -83855.5925 |
Total P&L (%) | 293.3221 | 285.7459 | 7.5762 | -34.1144 | 49.7412 | -83.8556 |
Avg Daily Profit (%) | 0.1657 | 0.1614 | 0.0043 | -0.0236 | 0.0228 | -0.103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108322 | -110882 | -135256 | -84511 | -61528 | -120921 |
Profit Factor | 1.1738 | 1.3526 | 1.0086 | 0.9593 | 1.1295 | 0.8152 |
Total Trades | 501 | 250 | 251 | 501 | 250 | 251 |
Winning Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Losing Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Profitability (%) | 51.6966 | 51.6 | 51.7928 | 51.6966 | 51.6 | 51.7928 |
Ratio Avg Win / Avg Loss | 1.0968 | 1.2688 | 0.9388 | 0.8963 | 1.0595 | 0.7588 |
Largest Winning Trade | 70131 | 70131 | 26909 | 24857 | 24857 | 13033 |
Largest Losing Trade | -60770 | -60770 | -43411 | -28895 | -28895 | -27012 |
Avg Bars in Trades | 20 | 23 | 18 | 20 | 23 | 18 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 10518 | 5859 | 4659 | 10518 | 5859 | 4659 |
Profit Streak | 13.9288 | 0 | 14.7621 | 13.9288 | 0 | 14.7621 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18277 | 321638 | -563714 | -577064 | -240556 | -578921 |
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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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