Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262369.7459 | 297040.8904 | -34671.1445 | -55543.6073 | 435911.0242 | -491454.6315 |
Total P&L (%) | 262.3697 | 297.0409 | -34.6711 | -55.5436 | 435.911 | -491.4546 |
Avg Daily Profit (%) | 0.1474 | 0.1669 | -0.0195 | -0.0455 | 0.0944 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262529 | -123565 | -200011 | -1229711 | -741141 | -792639 |
Profit Factor | 1.1169 | 1.278 | 0.9705 | 0.9921 | 1.1282 | 0.8648 |
Total Trades | 855 | 427 | 428 | 855 | 427 | 428 |
Winning Trades | 383 | 195 | 188 | 383 | 195 | 188 |
Losing Trades | 472 | 232 | 240 | 472 | 232 | 240 |
Profitability (%) | 44.7953 | 45.6674 | 43.9252 | 44.7953 | 45.6674 | 43.9252 |
Ratio Avg Win / Avg Loss | 1.3764 | 1.5204 | 1.239 | 1.2226 | 1.3422 | 1.104 |
Largest Winning Trade | 130705 | 130705 | 53651 | 670991 | 670991 | 299871 |
Largest Losing Trade | -29611 | -19369 | -29611 | -247497 | -180231 | -247497 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 21251 | 10228 | 11023 | 21251 | 10228 | 11023 |
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 | -85537 | 312022 | -579514 | -576391 | -146258 | -579514 |
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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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