Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577801.5824 | 671546.0055 | -93744.4231 | -93810.9878 | -66134.4709 | -27676.5169 |
Total P&L (%) | 577.8016 | 671.546 | -93.7444 | -93.811 | -66.1345 | -27.6765 |
Avg Daily Profit (%) | 0.2499 | 0.2905 | -0.0405 | -0.1203 | -0.0468 | -0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -349129 | -227912 | -230017 | -89559 | -57995 | -36355 |
Profit Factor | 1.2332 | 1.4523 | 0.9055 | 0.6409 | 0.5991 | 0.7124 |
Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Winning Trades | 249 | 110 | 139 | 249 | 110 | 139 |
Losing Trades | 341 | 185 | 156 | 341 | 185 | 156 |
Profitability (%) | 42.2034 | 37.2881 | 47.1186 | 42.2034 | 37.2881 | 47.1186 |
Ratio Avg Win / Avg Loss | 1.6889 | 2.4425 | 1.0163 | 0.8776 | 1.0076 | 0.7995 |
Largest Winning Trade | 568525 | 568525 | 26563 | 11598 | 11598 | 6308 |
Largest Losing Trade | -40183 | -36911 | -40183 | -10892 | -10892 | -10713 |
Avg Bars in Trades | 11 | 16 | 6 | 11 | 16 | 6 |
Avg Bars in Winners | 15 | 24 | 7 | 15 | 24 | 7 |
Avg Bars in Losers | 8 | 11 | 5 | 8 | 11 | 5 |
Bars Traded | 6889 | 4962 | 1927 | 6889 | 4962 | 1927 |
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 | 344867 | 261290 | -578966 | -580449 | -582789 | -580633 |
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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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