Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289780.1483 | 218182.5449 | 71597.6034 | -11906.413 | 126980.5052 | -138886.9182 |
Total P&L (%) | 289.7801 | 218.1825 | 71.5976 | -11.9064 | 126.9805 | -138.8869 |
Avg Daily Profit (%) | 0.2024 | 0.1524 | 0.05 | -0.0089 | 0.0573 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156575 | -99841 | -131257 | -316095 | -211007 | -323656 |
Profit Factor | 1.1841 | 1.2887 | 1.0875 | 0.9952 | 1.11 | 0.8963 |
Total Trades | 491 | 245 | 246 | 491 | 245 | 246 |
Winning Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Losing Trades | 236 | 117 | 119 | 236 | 117 | 119 |
Profitability (%) | 51.9348 | 52.2449 | 51.626 | 51.9348 | 52.2449 | 51.626 |
Ratio Avg Win / Avg Loss | 1.0959 | 1.178 | 1.019 | 0.9211 | 1.0146 | 0.8398 |
Largest Winning Trade | 52027 | 52027 | 29636 | 51989 | 51989 | 48680 |
Largest Losing Trade | -75843 | -36109 | -75843 | -239950 | -63810 | -239950 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Losers | 17 | 20 | 15 | 17 | 20 | 15 |
Bars Traded | 8514 | 4455 | 4059 | 8514 | 4455 | 4059 |
Profit Streak | 1.1121 | 0 | 10.2788 | 1.1121 | 0 | 10.2788 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10123 | 306884 | -248081 | -580537 | -214671 | -578457 |
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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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