Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273512.0598 | 336745.9033 | -63233.8435 | -84596.9175 | 279243.7417 | -363840.6592 |
Total P&L (%) | 273.5121 | 336.7459 | -63.2338 | -84.5969 | 279.2437 | -363.8407 |
Avg Daily Profit (%) | 0.1472 | 0.1812 | -0.034 | -0.1006 | 0.0718 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312558 | -221740 | -167786 | -566998 | -333466 | -410619 |
Profit Factor | 1.101 | 1.2477 | 0.9531 | 0.9602 | 1.291 | 0.6884 |
Total Trades | 683 | 342 | 341 | 683 | 342 | 341 |
Winning Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Losing Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Profitability (%) | 51.8302 | 51.7544 | 51.9062 | 51.8302 | 51.7544 | 51.9062 |
Ratio Avg Win / Avg Loss | 1.0232 | 1.1631 | 0.8831 | 0.8924 | 1.2035 | 0.6378 |
Largest Winning Trade | 75017 | 75017 | 27465 | 178371 | 178371 | 85515 |
Largest Losing Trade | -43912 | -43116 | -43912 | -192454 | -70472 | -192454 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7256 | 3652 | 3604 | 7256 | 3652 | 3604 |
Profit Streak | 0 | 0 | 9.414 | 0 | 0 | 9.414 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101919 | 322649 | -578359 | -576695 | -95359 | -578359 |
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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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