Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383078.816 | 414620.3194 | -31541.5034 | -93964.6699 | 32213.5082 | -126178.1781 |
Total P&L (%) | 383.0788 | 414.6203 | -31.5415 | -93.9647 | 32.2135 | -126.1782 |
Avg Daily Profit (%) | 0.1967 | 0.2129 | -0.0162 | -0.144 | 0.0143 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173728 | -163897 | -207128 | -143842 | -36691 | -137797 |
Profit Factor | 1.2211 | 1.5143 | 0.966 | 0.7455 | 1.2637 | 0.4893 |
Total Trades | 497 | 249 | 248 | 497 | 249 | 248 |
Winning Trades | 240 | 101 | 139 | 240 | 101 | 139 |
Losing Trades | 257 | 148 | 109 | 257 | 148 | 109 |
Profitability (%) | 48.2897 | 40.5622 | 56.0484 | 48.2897 | 40.5622 | 56.0484 |
Ratio Avg Win / Avg Loss | 1.3076 | 2.219 | 0.7575 | 0.7983 | 1.8517 | 0.3837 |
Largest Winning Trade | 325773 | 325773 | 47314 | 25235 | 25235 | 19125 |
Largest Losing Trade | -95747 | -23693 | -95747 | -60462 | -17701 | -60462 |
Avg Bars in Trades | 23 | 16 | 30 | 23 | 16 | 30 |
Avg Bars in Winners | 30 | 24 | 34 | 30 | 24 | 34 |
Avg Bars in Losers | 17 | 11 | 24 | 17 | 11 | 24 |
Bars Traded | 11633 | 4134 | 7499 | 11633 | 4134 | 7499 |
Profit Streak | 0 | 0 | 2.6771 | 0 | 0 | 2.6771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338543 | 273251 | -580702 | -578568 | -178276 | -580702 |
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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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