Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705109.0789 | 729813.2382 | -24704.1592 | -72294.6741 | -74697.3047 | 2402.6306 |
Total P&L (%) | 705.1091 | 729.8132 | -24.7042 | -72.2947 | -74.6973 | 2.4026 |
Avg Daily Profit (%) | 0.3044 | 0.3151 | -0.0107 | -0.0554 | -0.0593 | 0.001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -334183 | -208481 | -283587 | -102017 | -90245 | -38983 |
Profit Factor | 1.3095 | 1.5872 | 0.9761 | 0.8177 | 0.6797 | 1.0147 |
Total Trades | 564 | 282 | 282 | 564 | 282 | 282 |
Winning Trades | 214 | 93 | 121 | 214 | 93 | 121 |
Losing Trades | 350 | 189 | 161 | 350 | 189 | 161 |
Profitability (%) | 37.9433 | 32.9787 | 42.9078 | 37.9433 | 32.9787 | 42.9078 |
Ratio Avg Win / Avg Loss | 2.1418 | 3.2256 | 1.2988 | 1.3373 | 1.3812 | 1.3502 |
Largest Winning Trade | 488754 | 488754 | 37718 | 20663 | 20663 | 9189 |
Largest Losing Trade | -47650 | -47650 | -30887 | -11501 | -11501 | -9326 |
Avg Bars in Trades | 12 | 16 | 8 | 12 | 16 | 8 |
Avg Bars in Winners | 17 | 27 | 9 | 17 | 27 | 9 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 6911 | 4623 | 2288 | 6911 | 4623 | 2288 |
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 | 313893 | 235772 | -580672 | -580575 | -584533 | -563122 |
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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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