Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304165.4704 | 381000.012 | -76834.5416 | -97100.3668 | 67522.6653 | -164623.0321 |
Total P&L (%) | 304.1655 | 381 | -76.8345 | -97.1004 | 67.5227 | -164.623 |
Avg Daily Profit (%) | 0.1277 | 0.1599 | -0.0323 | -0.1485 | 0.0217 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303173 | -172062 | -273619 | -87044 | -49759 | -160324 |
Profit Factor | 1.1285 | 1.398 | 0.9455 | 0.8331 | 1.3497 | 0.5763 |
Total Trades | 531 | 265 | 266 | 531 | 265 | 266 |
Winning Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Losing Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Profitability (%) | 49.3409 | 49.434 | 49.2481 | 49.3409 | 49.434 | 49.2481 |
Ratio Avg Win / Avg Loss | 1.1587 | 1.43 | 0.9743 | 0.8553 | 1.3806 | 0.5939 |
Largest Winning Trade | 79148 | 79148 | 43158 | 26709 | 26709 | 15176 |
Largest Losing Trade | -93708 | -39919 | -93708 | -72171 | -20766 | -72171 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 17 | 14 | 20 | 17 | 14 | 20 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 9357 | 4090 | 5267 | 9357 | 4090 | 5267 |
Profit Streak | 0 | 11.716 | 0 | 0 | 11.716 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98923 | 341198 | -579956 | -577981 | -162190 | -579956 |
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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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