Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167086.688 | 219738.9873 | -52652.2994 | -55884.4955 | 30609.9104 | -86494.4059 |
Total P&L (%) | 167.0867 | 219.739 | -52.6523 | -55.8845 | 30.6099 | -86.4944 |
Avg Daily Profit (%) | 0.1184 | 0.1557 | -0.0373 | -0.058 | 0.0189 | -0.1418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137988 | -122777 | -153119 | -130346 | -105148 | -126813 |
Profit Factor | 1.0958 | 1.2592 | 0.9413 | 0.9543 | 1.0525 | 0.8647 |
Total Trades | 724 | 362 | 362 | 724 | 362 | 362 |
Winning Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Losing Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Profitability (%) | 51.105 | 51.105 | 51.105 | 51.105 | 51.105 | 51.105 |
Ratio Avg Win / Avg Loss | 1.0484 | 1.2047 | 0.9006 | 0.913 | 1.007 | 0.8273 |
Largest Winning Trade | 102516 | 102516 | 42754 | 55527 | 55527 | 35855 |
Largest Losing Trade | -25924 | -24094 | -25924 | -29955 | -19304 | -29955 |
Avg Bars in Trades | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Winners | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 16743 | 8103 | 8640 | 16743 | 8103 | 8640 |
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 | -145909 | 318050 | -579019 | -576575 | -331600 | -579019 |
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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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