Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257751.1769 | 322341.6499 | -64590.473 | -81994.2367 | -142619.688 | 60625.4513 |
Total P&L (%) | 257.7512 | 322.3417 | -64.5905 | -81.9942 | -142.6197 | 60.6255 |
Avg Daily Profit (%) | 0.1304 | 0.1631 | -0.0327 | -0.0867 | 0 | 0.024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251667 | -158047 | -171031 | -430891 | -339425 | -308577 |
Profit Factor | 1.1225 | 1.29 | 0.9349 | 0.9685 | 0.8971 | 1.0499 |
Total Trades | 643 | 322 | 321 | 643 | 322 | 321 |
Winning Trades | 325 | 160 | 165 | 325 | 160 | 165 |
Losing Trades | 318 | 162 | 156 | 318 | 162 | 156 |
Profitability (%) | 50.5443 | 49.6894 | 51.4019 | 50.5443 | 49.6894 | 51.4019 |
Ratio Avg Win / Avg Loss | 1.0984 | 1.3062 | 0.8839 | 0.9476 | 0.9083 | 0.9927 |
Largest Winning Trade | 166106 | 166106 | 59399 | 128876 | 123366 | 128876 |
Largest Losing Trade | -41756 | -29942 | -41756 | -73693 | -73693 | -66824 |
Avg Bars in Trades | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Winners | 19 | 17 | 20 | 19 | 17 | 20 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 11701 | 5446 | 6255 | 11701 | 5446 | 6255 |
Profit Streak | 0 | 0 | 500.581 | 0 | 0 | 500.581 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100916 | 310110 | -577859 | -577070 | -579492 | -325815 |
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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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