Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332154.66 | 421846.3381 | -89691.6782 | -81680.3069 | 184406.6625 | -266086.9695 |
Total P&L (%) | 332.1547 | 421.8463 | -89.6917 | -81.6803 | 184.4067 | -266.087 |
Avg Daily Profit (%) | 0.1594 | 0.2025 | -0.0431 | -0.0814 | 0.0502 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147163 | -102099 | -299774 | -186318 | -83276 | -322522 |
Profit Factor | 1.1308 | 1.3326 | 0.9294 | 0.9369 | 1.3265 | 0.6356 |
Total Trades | 1019 | 510 | 509 | 1019 | 510 | 509 |
Winning Trades | 452 | 222 | 230 | 452 | 222 | 230 |
Losing Trades | 567 | 288 | 279 | 567 | 288 | 279 |
Profitability (%) | 44.3572 | 43.5294 | 45.1866 | 44.3572 | 43.5294 | 45.1866 |
Ratio Avg Win / Avg Loss | 1.4185 | 1.7288 | 1.1274 | 1.1753 | 1.7209 | 0.7711 |
Largest Winning Trade | 268387 | 268387 | 48218 | 117053 | 117053 | 47741 |
Largest Losing Trade | -39783 | -22367 | -39783 | -43292 | -31646 | -43292 |
Avg Bars in Trades | 24 | 23 | 24 | 24 | 23 | 24 |
Avg Bars in Winners | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 24815 | 12153 | 12662 | 24815 | 12153 | 12662 |
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 | -65581 | 320664 | -578601 | -575331 | -124666 | -580267 |
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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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