Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322334.1748 | 427588.1354 | -105253.9606 | -98396.8526 | 200531.1494 | -298928.0019 |
Total P&L (%) | 322.3342 | 427.5881 | -105.254 | -98.3969 | 200.5311 | -298.928 |
Avg Daily Profit (%) | 0.1351 | 0.1792 | -0.0441 | -0.1731 | 0.0461 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259701 | -157028 | -284101 | -720261 | -285078 | -445458 |
Profit Factor | 1.1517 | 1.394 | 0.8988 | 0.9309 | 1.3309 | 0.6349 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 246 | 125 | 121 | 246 | 125 | 121 |
Losing Trades | 258 | 127 | 131 | 258 | 127 | 131 |
Profitability (%) | 48.8095 | 49.6032 | 48.0159 | 48.8095 | 49.6032 | 48.0159 |
Ratio Avg Win / Avg Loss | 1.2079 | 1.4164 | 0.9731 | 0.9764 | 1.3522 | 0.6874 |
Largest Winning Trade | 223550 | 223550 | 60772 | 350624 | 350624 | 148224 |
Largest Losing Trade | -92541 | -61355 | -92541 | -284475 | -184915 | -284475 |
Avg Bars in Trades | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 14167 | 6953 | 7214 | 14167 | 6953 | 7214 |
Profit Streak | 16.4468 | 19.4468 | 16.4468 | 16.4468 | 19.4468 | 16.4468 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62869 | 343650 | -579934 | -577260 | -129593 | -579934 |
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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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