Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295655.3727 | 297941.034 | -2285.6614 | -40.3528 | 506571.1519 | -506611.5047 |
Total P&L (%) | 295.6554 | 297.941 | -2.2857 | -0.0404 | 506.5712 | -506.6115 |
Avg Daily Profit (%) | 0.1593 | 0.1605 | -0.0012 | 0 | 0.0972 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250269 | -162070 | -140817 | -2545158 | -1420955 | -1550982 |
Profit Factor | 1.1693 | 1.396 | 0.9977 | 1 | 1.0891 | 0.938 |
Total Trades | 530 | 265 | 265 | 530 | 265 | 265 |
Winning Trades | 233 | 120 | 113 | 233 | 120 | 113 |
Losing Trades | 297 | 145 | 152 | 297 | 145 | 152 |
Profitability (%) | 43.9623 | 45.283 | 42.6415 | 43.9623 | 45.283 | 42.6415 |
Ratio Avg Win / Avg Loss | 1.4905 | 1.6868 | 1.342 | 1.2747 | 1.3161 | 1.2617 |
Largest Winning Trade | 82992 | 82992 | 39541 | 574155 | 483089 | 574155 |
Largest Losing Trade | -34614 | -24024 | -34614 | -487254 | -245694 | -487254 |
Avg Bars in Trades | 41 | 38 | 45 | 41 | 38 | 45 |
Avg Bars in Winners | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 22178 | 10190 | 11988 | 22178 | 10190 | 11988 |
Profit Streak | 0 | 10.3893 | 0 | 0 | 10.3893 | 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 | -26578 | 313783 | -581142 | -578689 | -185634 | -581142 |
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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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