Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185253.7946 | 24470.9555 | 160782.8392 | 33090.1401 | -284857.8747 | 317948.0149 |
Total P&L (%) | 185.2538 | 24.471 | 160.7828 | 33.0901 | -284.8579 | 317.948 |
Avg Daily Profit (%) | 0.1802 | 0.0238 | 0.1564 | 0.0278 | 0 | 0.1392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146653 | -105443 | -97277 | -574125 | -485576 | -331950 |
Profit Factor | 1.1371 | 1.0373 | 1.2315 | 1.008 | 0.8584 | 1.151 |
Total Trades | 571 | 286 | 285 | 571 | 286 | 285 |
Winning Trades | 274 | 124 | 150 | 274 | 124 | 150 |
Losing Trades | 297 | 162 | 135 | 297 | 162 | 135 |
Profitability (%) | 47.986 | 43.3566 | 52.6316 | 47.986 | 43.3566 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.2326 | 1.3551 | 1.1083 | 1.0927 | 1.1215 | 1.0359 |
Largest Winning Trade | 33154 | 29831 | 33154 | 147736 | 147736 | 143572 |
Largest Losing Trade | -32475 | -18711 | -32475 | -166057 | -77677 | -166057 |
Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
Avg Bars in Winners | 52 | 43 | 59 | 52 | 43 | 59 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 24455 | 10355 | 14100 | 24455 | 10355 | 14100 |
Profit Streak | 0 | 0 | 6.1799 | 0 | 0 | 6.1799 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60054 | -346145 | 336866 | -368050 | -580754 | -59158 |
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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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