Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271644.1207 | 317319.484 | -45675.3633 | -69088.0993 | 34702.9172 | -103791.0165 |
Total P&L (%) | 271.6441 | 317.3195 | -45.6754 | -69.0881 | 34.7029 | -103.791 |
Avg Daily Profit (%) | 0.1304 | 0.1523 | -0.0219 | -0.0563 | 0.0143 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158604 | -69488 | -179863 | -107193 | -80349 | -131691 |
Profit Factor | 1.1186 | 1.3143 | 0.9643 | 0.9393 | 1.0672 | 0.8329 |
Total Trades | 819 | 409 | 410 | 819 | 409 | 410 |
Winning Trades | 403 | 210 | 193 | 403 | 210 | 193 |
Losing Trades | 416 | 199 | 217 | 416 | 199 | 217 |
Profitability (%) | 49.2063 | 51.3447 | 47.0732 | 49.2063 | 51.3447 | 47.0732 |
Ratio Avg Win / Avg Loss | 1.1547 | 1.2454 | 1.0842 | 0.9696 | 1.0113 | 0.9365 |
Largest Winning Trade | 46406 | 46406 | 41488 | 24959 | 21579 | 24959 |
Largest Losing Trade | -71532 | -62822 | -71532 | -72119 | -72119 | -60393 |
Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Winners | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 24831 | 11342 | 13489 | 24831 | 11342 | 13489 |
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 | -104597 | 339082 | -578662 | -576392 | -320982 | -580328 |
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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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