Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183910.7824 | 190833.6913 | -6922.9088 | -41613.6953 | 298384.5124 | -339998.2077 |
Total P&L (%) | 183.9108 | 190.8337 | -6.9229 | -41.6137 | 298.3845 | -339.9982 |
Avg Daily Profit (%) | 0.1766 | 0.1832 | -0.0066 | -0.0516 | 0.1328 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258414 | -140522 | -151305 | -1647409 | -1012924 | -1026832 |
Profit Factor | 1.0952 | 1.205 | 0.9931 | 0.9944 | 1.0867 | 0.9153 |
Total Trades | 1115 | 558 | 557 | 1115 | 558 | 557 |
Winning Trades | 565 | 267 | 298 | 565 | 267 | 298 |
Losing Trades | 550 | 291 | 259 | 550 | 291 | 259 |
Profitability (%) | 50.6726 | 47.8495 | 53.5009 | 50.6726 | 47.8495 | 53.5009 |
Ratio Avg Win / Avg Loss | 1.0661 | 1.3133 | 0.8631 | 0.968 | 1.1844 | 0.7955 |
Largest Winning Trade | 114702 | 114702 | 24473 | 212491 | 212491 | 174598 |
Largest Losing Trade | -59938 | -24566 | -59938 | -654964 | -151981 | -654964 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 24791 | 12884 | 11907 | 24791 | 12884 | 11907 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102052 | 316156 | -577691 | -574428 | -139078 | -577691 |
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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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