Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259679.1742 | 388851.0728 | -129171.8987 | -94872.7359 | -27002.4603 | -67870.2756 |
Total P&L (%) | 259.6792 | 388.8511 | -129.1719 | -94.8727 | -27.0025 | -67.8703 |
Avg Daily Profit (%) | 0.1123 | 0.1681 | -0.0559 | -0.1284 | -0.0136 | -0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257193 | -152724 | -319256 | -92676 | -52290 | -74560 |
Profit Factor | 1.0873 | 1.2755 | 0.9174 | 0.7263 | 0.8398 | 0.619 |
Total Trades | 707 | 354 | 353 | 707 | 354 | 353 |
Winning Trades | 359 | 177 | 182 | 359 | 177 | 182 |
Losing Trades | 348 | 177 | 171 | 348 | 177 | 171 |
Profitability (%) | 50.7779 | 50 | 51.5581 | 50.7779 | 50 | 51.5581 |
Ratio Avg Win / Avg Loss | 1.054 | 1.2755 | 0.8619 | 0.704 | 0.8398 | 0.5815 |
Largest Winning Trade | 94004 | 94004 | 52881 | 13565 | 13565 | 13316 |
Largest Losing Trade | -51512 | -42844 | -51512 | -24205 | -12600 | -24205 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 9017 | 4504 | 4513 | 9017 | 4504 | 4513 |
Profit Streak | 0 | 0 | 18.0315 | 0 | 0 | 18.0315 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163534 | 318803 | -577941 | -576706 | -579204 | -577941 |
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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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