Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247566.5188 | 274517.7566 | -26951.2377 | -89322.8597 | 34733.9612 | -124056.8209 |
Total P&L (%) | 247.5665 | 274.5178 | -26.9512 | -89.3229 | 34.734 | -124.0568 |
Avg Daily Profit (%) | 0.1668 | 0.185 | -0.0182 | -0.1506 | 0.0201 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212223 | -192210 | -122626 | -357468 | -284528 | -175942 |
Profit Factor | 1.1138 | 1.2451 | 0.9744 | 0.9503 | 1.0395 | 0.8647 |
Total Trades | 820 | 410 | 410 | 820 | 410 | 410 |
Winning Trades | 383 | 181 | 202 | 383 | 181 | 202 |
Losing Trades | 437 | 229 | 208 | 437 | 229 | 208 |
Profitability (%) | 46.7073 | 44.1463 | 49.2683 | 46.7073 | 44.1463 | 49.2683 |
Ratio Avg Win / Avg Loss | 1.2709 | 1.5753 | 1.0034 | 1.0843 | 1.3152 | 0.8904 |
Largest Winning Trade | 306290 | 306290 | 36796 | 205047 | 205047 | 77989 |
Largest Losing Trade | -45131 | -26356 | -45131 | -165489 | -56100 | -165489 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 17619 | 9500 | 8118 | 17619 | 9500 | 8118 |
Profit Streak | 0 | 14.1477 | 0 | 0 | 14.1477 | 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 | -84686 | 307290 | -577530 | -575831 | -345616 | -579197 |
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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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