Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198531.0187 | 12280.4459 | 186250.5728 | 91196.2981 | -129116.6448 | 220312.9429 |
Total P&L (%) | 198.531 | 12.2804 | 186.2506 | 91.1963 | -129.1166 | 220.3129 |
Avg Daily Profit (%) | 0.1907 | 0.0118 | 0.1789 | 0.0623 | 0 | 0.1119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68549 | -81600 | -65260 | -126878 | -219079 | -98572 |
Profit Factor | 1.1644 | 1.0203 | 1.3099 | 1.0464 | 0.8715 | 1.2296 |
Total Trades | 501 | 250 | 251 | 501 | 250 | 251 |
Winning Trades | 235 | 110 | 125 | 235 | 110 | 125 |
Losing Trades | 266 | 140 | 126 | 266 | 140 | 126 |
Profitability (%) | 46.9062 | 44 | 49.8008 | 46.9062 | 44 | 49.8008 |
Ratio Avg Win / Avg Loss | 1.318 | 1.2985 | 1.3203 | 1.1845 | 1.1092 | 1.2395 |
Largest Winning Trade | 28926 | 24049 | 28926 | 51173 | 51173 | 39698 |
Largest Losing Trade | -28935 | -25111 | -28935 | -38384 | -37764 | -38384 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 54 | 47 | 60 | 54 | 47 | 60 |
Avg Bars in Losers | 45 | 38 | 52 | 45 | 38 | 52 |
Bars Traded | 24887 | 10598 | 14289 | 24887 | 10598 | 14289 |
Profit Streak | 6.1185 | 6.2018 | 6.1185 | 6.1185 | 6.2018 | 6.1185 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29531 | -471041 | 322597 | -276632 | -579997 | -42572 |
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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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