Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340415.5196 | 355813.7193 | -15398.1997 | -57140.4511 | 8031.7102 | -65172.1612 |
Total P&L (%) | 340.4155 | 355.8137 | -15.3982 | -57.1405 | 8.0317 | -65.1722 |
Avg Daily Profit (%) | 0.1635 | 0.1709 | -0.0074 | -0.0407 | 0.0037 | -0.0506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229666 | -81755 | -295684 | -156555 | -76592 | -118577 |
Profit Factor | 1.1409 | 1.3191 | 0.9882 | 0.9433 | 1.017 | 0.8782 |
Total Trades | 630 | 315 | 315 | 630 | 315 | 315 |
Winning Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Losing Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Profitability (%) | 50.9524 | 51.1111 | 50.7937 | 50.9524 | 51.1111 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.0983 | 1.2618 | 0.9573 | 0.9081 | 0.9728 | 0.8507 |
Largest Winning Trade | 56352 | 56352 | 46332 | 27301 | 27301 | 22983 |
Largest Losing Trade | -75107 | -25234 | -75107 | -42663 | -25009 | -42663 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 37 | 29 | 44 | 37 | 29 | 44 |
Avg Bars in Losers | 41 | 38 | 44 | 41 | 38 | 44 |
Bars Traded | 24824 | 10751 | 14073 | 24824 | 10751 | 14073 |
Profit Streak | 0 | 0 | 8.6213 | 0 | 0 | 8.6213 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54773 | 317102 | -578912 | -577363 | -555930 | -578912 |
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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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