Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343905.9268 | 403136.9258 | -59230.9989 | -83785.749 | 54798.6207 | -138584.3697 |
Total P&L (%) | 343.9059 | 403.1369 | -59.231 | -83.7857 | 54.7986 | -138.5844 |
Avg Daily Profit (%) | 0.1439 | 0.1686 | -0.0248 | -0.0761 | 0.0183 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258507 | -148509 | -257621 | -259220 | -187967 | -287869 |
Profit Factor | 1.1358 | 1.3679 | 0.9588 | 0.962 | 1.0558 | 0.8869 |
Total Trades | 540 | 270 | 270 | 540 | 270 | 270 |
Winning Trades | 252 | 125 | 127 | 252 | 125 | 127 |
Losing Trades | 288 | 145 | 143 | 288 | 145 | 143 |
Profitability (%) | 46.6667 | 46.2963 | 47.037 | 46.6667 | 46.2963 | 47.037 |
Ratio Avg Win / Avg Loss | 1.2981 | 1.5868 | 1.0795 | 1.0995 | 1.2247 | 0.9986 |
Largest Winning Trade | 114871 | 114871 | 35124 | 63199 | 63199 | 52271 |
Largest Losing Trade | -56588 | -37754 | -56588 | -124719 | -92627 | -124719 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 7072 | 3059 | 4013 | 7072 | 3059 | 4013 |
Profit Streak | 0 | 17.4397 | 0 | 0 | 17.4397 | 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 | -70300 | 332110 | -579128 | -577308 | -328315 | -580795 |
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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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