Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257097.2496 | 287177.1768 | -30079.9273 | -65964.8323 | 339533.4997 | -405498.332 |
Total P&L (%) | 257.0973 | 287.1772 | -30.0799 | -65.9648 | 339.5335 | -405.4983 |
Avg Daily Profit (%) | 0.1589 | 0.1775 | -0.0186 | -0.0666 | 0.0915 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229675 | -193824 | -148265 | -779081 | -412975 | -730309 |
Profit Factor | 1.1225 | 1.2776 | 0.9718 | 0.9876 | 1.1351 | 0.8544 |
Total Trades | 838 | 419 | 419 | 838 | 419 | 419 |
Winning Trades | 391 | 201 | 190 | 391 | 201 | 190 |
Losing Trades | 447 | 218 | 229 | 447 | 218 | 229 |
Profitability (%) | 46.6587 | 47.9714 | 45.3461 | 46.6587 | 47.9714 | 45.3461 |
Ratio Avg Win / Avg Loss | 1.2832 | 1.3857 | 1.1712 | 1.129 | 1.2311 | 1.0298 |
Largest Winning Trade | 179206 | 179206 | 40317 | 266913 | 266913 | 188639 |
Largest Losing Trade | -28666 | -28666 | -25157 | -124736 | -124736 | -114786 |
Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Winners | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 19271 | 9405 | 9866 | 19271 | 9405 | 9866 |
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 | -75191 | 305969 | -579008 | -575756 | -141585 | -579008 |
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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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