Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193789.2039 | 24026.5395 | 169762.6644 | 34219.9666 | -188885.0965 | 223105.0632 |
Total P&L (%) | 193.7892 | 24.0265 | 169.7627 | 34.22 | -188.8851 | 223.1051 |
Avg Daily Profit (%) | 0.1885 | 0.0234 | 0.1651 | 0.0286 | 0 | 0.1141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124390 | -141869 | -70465 | -393667 | -416550 | -226592 |
Profit Factor | 1.1297 | 1.0304 | 1.2413 | 1.0107 | 0.8893 | 1.1484 |
Total Trades | 579 | 290 | 289 | 579 | 290 | 289 |
Winning Trades | 286 | 142 | 144 | 286 | 142 | 144 |
Losing Trades | 293 | 148 | 145 | 293 | 148 | 145 |
Profitability (%) | 49.3955 | 48.9655 | 49.827 | 49.3955 | 48.9655 | 49.827 |
Ratio Avg Win / Avg Loss | 1.1573 | 1.0739 | 1.25 | 1.0354 | 0.9269 | 1.1564 |
Largest Winning Trade | 32763 | 32763 | 27962 | 63353 | 63353 | 57533 |
Largest Losing Trade | -30219 | -30219 | -26121 | -91810 | -91810 | -52683 |
Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Winners | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Losers | 45 | 43 | 46 | 45 | 43 | 46 |
Bars Traded | 24506 | 11938 | 12568 | 24506 | 11938 | 12568 |
Profit Streak | 0 | 0 | 8.1874 | 0 | 0 | 8.1874 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67570 | -352406 | 309979 | -363376 | -580219 | -96342 |
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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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