Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294755.9247 | 327990.3338 | -33234.4091 | -51332.4996 | 31125.9134 | -82458.413 |
Total P&L (%) | 294.7559 | 327.9903 | -33.2344 | -51.3325 | 31.1259 | -82.4584 |
Avg Daily Profit (%) | 0.1415 | 0.1574 | -0.016 | -0.0346 | 0.013 | -0.0835 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226053 | -188455 | -99167 | -215318 | -170240 | -89400 |
Profit Factor | 1.1782 | 1.3012 | 0.9412 | 0.9625 | 1.0337 | 0.8156 |
Total Trades | 495 | 247 | 248 | 495 | 247 | 248 |
Winning Trades | 254 | 130 | 124 | 254 | 130 | 124 |
Losing Trades | 241 | 117 | 124 | 241 | 117 | 124 |
Profitability (%) | 51.3131 | 52.6316 | 50 | 51.3131 | 52.6316 | 50 |
Ratio Avg Win / Avg Loss | 1.1179 | 1.1711 | 0.9412 | 0.9133 | 0.9304 | 0.8156 |
Largest Winning Trade | 91401 | 91401 | 20113 | 57812 | 57812 | 22202 |
Largest Losing Trade | -56955 | -56955 | -23269 | -92204 | -92204 | -23849 |
Avg Bars in Trades | 49 | 76 | 22 | 49 | 76 | 22 |
Avg Bars in Winners | 46 | 69 | 23 | 46 | 69 | 23 |
Avg Bars in Losers | 52 | 84 | 22 | 52 | 84 | 22 |
Bars Traded | 24596 | 18939 | 5657 | 24596 | 18939 | 5657 |
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 | -25881 | 303359 | -579758 | -578021 | -362487 | -579758 |
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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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