Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241865.9718 | 249774.8205 | -7908.8487 | -33285.5977 | 114519.3786 | -147804.9763 |
Total P&L (%) | 241.866 | 249.7748 | -7.9088 | -33.2856 | 114.5194 | -147.805 |
Avg Daily Profit (%) | 0.2322 | 0.2398 | -0.0076 | -0.0389 | 0.0733 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108980 | -109034 | -113972 | -276401 | -206132 | -205416 |
Profit Factor | 1.2582 | 1.5048 | 0.9821 | 0.9741 | 1.1729 | 0.7636 |
Total Trades | 509 | 255 | 254 | 509 | 255 | 254 |
Winning Trades | 226 | 110 | 116 | 226 | 110 | 116 |
Losing Trades | 283 | 145 | 138 | 283 | 145 | 138 |
Profitability (%) | 44.4008 | 43.1373 | 45.6693 | 44.4008 | 43.1373 | 45.6693 |
Ratio Avg Win / Avg Loss | 1.5755 | 1.9837 | 1.1684 | 1.2198 | 1.5461 | 0.9084 |
Largest Winning Trade | 276900 | 276900 | 35614 | 251841 | 251841 | 42188 |
Largest Losing Trade | -31450 | -19404 | -31450 | -66724 | -59338 | -66724 |
Avg Bars in Trades | 48 | 45 | 50 | 48 | 45 | 50 |
Avg Bars in Winners | 68 | 58 | 78 | 68 | 58 | 78 |
Avg Bars in Losers | 32 | 36 | 27 | 32 | 36 | 27 |
Bars Traded | 24586 | 11645 | 12941 | 24586 | 11645 | 12941 |
Profit Streak | 0 | 0 | 7.3347 | 0 | 0 | 7.3347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335453 | 306639 | -579341 | -578629 | -126204 | -581008 |
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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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