Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381364.8852 | 383721.7373 | -2356.8521 | -41148.9612 | 179649.4063 | -220798.3675 |
Total P&L (%) | 381.3649 | 383.7217 | -2.3569 | -41.149 | 179.6494 | -220.7984 |
Avg Daily Profit (%) | 0.1519 | 0.1529 | -0.0009 | -0.0211 | 0.041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260684 | -219088 | -82043 | -671752 | -492597 | -263676 |
Profit Factor | 1.2255 | 1.3126 | 0.9949 | 0.9809 | 1.1171 | 0.6432 |
Total Trades | 719 | 359 | 360 | 719 | 359 | 360 |
Winning Trades | 313 | 146 | 167 | 313 | 146 | 167 |
Losing Trades | 406 | 213 | 193 | 406 | 213 | 193 |
Profitability (%) | 43.5327 | 40.6685 | 46.3889 | 43.5327 | 40.6685 | 46.3889 |
Ratio Avg Win / Avg Loss | 1.5896 | 1.915 | 1.1498 | 1.2723 | 1.6298 | 0.7434 |
Largest Winning Trade | 217891 | 217891 | 15055 | 445909 | 445909 | 18902 |
Largest Losing Trade | -45162 | -45162 | -8894 | -291179 | -291179 | -48722 |
Avg Bars in Trades | 13 | 25 | 2 | 13 | 25 | 2 |
Avg Bars in Winners | 17 | 33 | 3 | 17 | 33 | 3 |
Avg Bars in Losers | 11 | 19 | 2 | 11 | 19 | 2 |
Bars Traded | 9966 | 9013 | 953 | 9966 | 9013 | 953 |
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 | 340858 | 232581 | -578911 | -577592 | -230759 | -580577 |
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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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