Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322221.3058 | 323190.816 | -969.5102 | -37713.0389 | 926956.9635 | -964670.0024 |
Total P&L (%) | 322.2213 | 323.1908 | -0.9695 | -37.713 | 926.957 | -964.67 |
Avg Daily Profit (%) | 0.1991 | 0.1997 | -0.0006 | -0.0293 | 0.1441 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281293 | -202651 | -148863 | -2015965 | -679407 | -1722027 |
Profit Factor | 1.1709 | 1.3529 | 0.999 | 0.995 | 1.2818 | 0.772 |
Total Trades | 681 | 340 | 341 | 681 | 340 | 341 |
Winning Trades | 307 | 159 | 148 | 307 | 159 | 148 |
Losing Trades | 374 | 181 | 193 | 374 | 181 | 193 |
Profitability (%) | 45.0808 | 46.7647 | 43.4018 | 45.0808 | 46.7647 | 43.4018 |
Ratio Avg Win / Avg Loss | 1.4265 | 1.5401 | 1.3028 | 1.2121 | 1.4592 | 1.0067 |
Largest Winning Trade | 186628 | 186628 | 44401 | 420172 | 420172 | 339897 |
Largest Losing Trade | -25152 | -25152 | -22798 | -355017 | -120015 | -355017 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Losers | 22 | 26 | 19 | 22 | 26 | 19 |
Bars Traded | 19288 | 10001 | 9287 | 19288 | 10001 | 9287 |
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 | -22989 | 337651 | -580172 | -577189 | -97 | -580172 |
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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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