Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390577.4363 | 474544.4349 | -83966.9987 | -84829.6722 | 125232.1395 | -210061.8116 |
Total P&L (%) | 390.5774 | 474.5444 | -83.967 | -84.8297 | 125.2321 | -210.0618 |
Avg Daily Profit (%) | 0.1876 | 0.2279 | -0.0403 | -0.0905 | 0.039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -279144 | -223891 | -88848 | -806665 | -609472 | -234702 |
Profit Factor | 1.3451 | 1.5197 | 0.6159 | 0.951 | 1.0941 | 0.4736 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Losing Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Profitability (%) | 45.3532 | 48.5075 | 42.2222 | 45.3532 | 48.5075 | 42.2222 |
Ratio Avg Win / Avg Loss | 1.6208 | 1.6133 | 0.8428 | 1.1458 | 1.1614 | 0.6481 |
Largest Winning Trade | 296099 | 296099 | 10826 | 346757 | 346757 | 38858 |
Largest Losing Trade | -59176 | -59176 | -15681 | -347718 | -347718 | -69754 |
Avg Bars in Trades | 92 | 181 | 4 | 92 | 181 | 4 |
Avg Bars in Winners | 82 | 150 | 4 | 82 | 150 | 4 |
Avg Bars in Losers | 101 | 210 | 3 | 101 | 210 | 3 |
Bars Traded | 24876 | 24313 | 563 | 24876 | 24313 | 563 |
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 | 309080 | 346240 | -583721 | -579511 | -258643 | -583721 |
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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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