Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402708.2527 | 435476.4718 | -32768.2191 | -67734.7541 | 22302.0545 | -90036.8086 |
Total P&L (%) | 402.7083 | 435.4765 | -32.7682 | -67.7348 | 22.3021 | -90.0368 |
Avg Daily Profit (%) | 0.1741 | 0.1882 | -0.0142 | -0.0489 | 0.0087 | -0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252866 | -125780 | -357328 | -237641 | -157515 | -173699 |
Profit Factor | 1.1767 | 1.3961 | 0.9722 | 0.9524 | 1.0329 | 0.8794 |
Total Trades | 577 | 289 | 288 | 577 | 289 | 288 |
Winning Trades | 278 | 142 | 136 | 278 | 142 | 136 |
Losing Trades | 299 | 147 | 152 | 299 | 147 | 152 |
Profitability (%) | 48.1802 | 49.1349 | 47.2222 | 48.1802 | 49.1349 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.2656 | 1.4452 | 1.0866 | 1.0244 | 1.0693 | 0.9828 |
Largest Winning Trade | 125286 | 125286 | 64936 | 56857 | 33915 | 56857 |
Largest Losing Trade | -62037 | -30847 | -62037 | -58292 | -35225 | -58292 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 28 | 20 | 37 | 28 | 20 | 37 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 13666 | 5954 | 7712 | 13666 | 5954 | 7712 |
Profit Streak | 0 | 0 | 11.8839 | 0 | 0 | 11.8839 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16127 | 327195 | -578337 | -576526 | -369967 | -580004 |
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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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