Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232169.5749 | 315621.1362 | -83451.5613 | -88564.2423 | 58913.0497 | -147477.292 |
Total P&L (%) | 232.1696 | 315.6211 | -83.4516 | -88.5642 | 58.9131 | -147.4773 |
Avg Daily Profit (%) | 0.1114 | 0.1515 | -0.0401 | -0.104 | 0.0222 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187369 | -163787 | -176864 | -225586 | -96895 | -169535 |
Profit Factor | 1.1033 | 1.2888 | 0.9277 | 0.9331 | 1.0962 | 0.7927 |
Total Trades | 880 | 440 | 440 | 880 | 440 | 440 |
Winning Trades | 400 | 198 | 202 | 400 | 198 | 202 |
Losing Trades | 480 | 242 | 238 | 480 | 242 | 238 |
Profitability (%) | 45.4545 | 45 | 45.9091 | 45.4545 | 45 | 45.9091 |
Ratio Avg Win / Avg Loss | 1.324 | 1.5752 | 1.093 | 1.1197 | 1.3398 | 0.934 |
Largest Winning Trade | 294890 | 294890 | 52151 | 65077 | 65077 | 34112 |
Largest Losing Trade | -57617 | -23761 | -57617 | -66028 | -43220 | -66028 |
Avg Bars in Trades | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Winners | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 24745 | 11397 | 13348 | 24745 | 11397 | 13348 |
Profit Streak | 0 | 0 | 3.1246 | 0 | 0 | 3.1246 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147968 | 302786 | -579988 | -576005 | -278550 | -581655 |
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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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