Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386883.6695 | 478285.1542 | -91401.4847 | -86838.0967 | 2353.9194 | -89192.0161 |
Total P&L (%) | 386.8837 | 478.2852 | -91.4015 | -86.8381 | 2.3539 | -89.192 |
Avg Daily Profit (%) | 0.1993 | 0.2464 | -0.0471 | -0.1044 | 0.0012 | -0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150166 | -113706 | -211630 | -102249 | -47234 | -101139 |
Profit Factor | 1.2102 | 1.5507 | 0.906 | 0.8531 | 1.009 | 0.7287 |
Total Trades | 612 | 306 | 306 | 612 | 306 | 306 |
Winning Trades | 267 | 124 | 143 | 267 | 124 | 143 |
Losing Trades | 345 | 182 | 163 | 345 | 182 | 163 |
Profitability (%) | 43.6275 | 40.5229 | 46.732 | 43.6275 | 40.5229 | 46.732 |
Ratio Avg Win / Avg Loss | 1.5638 | 2.2761 | 1.0327 | 1.1023 | 1.4809 | 0.8306 |
Largest Winning Trade | 457760 | 457760 | 35528 | 30580 | 30580 | 10971 |
Largest Losing Trade | -61045 | -21004 | -61045 | -15340 | -9049 | -15340 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 49 | 47 | 50 | 49 | 47 | 50 |
Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
Bars Traded | 22971 | 11689 | 11282 | 22971 | 11689 | 11282 |
Profit Streak | 16.429 | 0 | 16.929 | 16.429 | 0 | 16.929 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343985 | 291735 | -578766 | -577817 | -570288 | -580432 |
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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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