Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273570.033 | 303465.241 | -29895.208 | -67523.3752 | 310209.1713 | -377732.5465 |
Total P&L (%) | 273.57 | 303.4652 | -29.8952 | -67.5234 | 310.2092 | -377.7325 |
Avg Daily Profit (%) | 0.1691 | 0.1876 | -0.0185 | -0.0695 | 0.0873 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246689 | -194829 | -143178 | -918243 | -450286 | -719058 |
Profit Factor | 1.1475 | 1.3193 | 0.9669 | 0.9832 | 1.1619 | 0.8211 |
Total Trades | 693 | 347 | 346 | 693 | 347 | 346 |
Winning Trades | 315 | 159 | 156 | 315 | 159 | 156 |
Losing Trades | 378 | 188 | 190 | 378 | 188 | 190 |
Profitability (%) | 45.4545 | 45.8213 | 45.0867 | 45.4545 | 45.8213 | 45.0867 |
Ratio Avg Win / Avg Loss | 1.377 | 1.5599 | 1.1777 | 1.1799 | 1.3738 | 1.0001 |
Largest Winning Trade | 216792 | 216792 | 41524 | 173360 | 173360 | 171503 |
Largest Losing Trade | -28230 | -28230 | -25157 | -173156 | -99198 | -173156 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 19224 | 9350 | 9874 | 19224 | 9350 | 9874 |
Profit Streak | 0 | 0 | 493.3442 | 0 | 0 | 493.3442 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48800 | 314606 | -578154 | -576981 | -119014 | -578154 |
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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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