Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531382.075 | 643473.9841 | -112091.909 | -93477.1884 | -33116.4059 | -60360.7825 |
Total P&L (%) | 531.3821 | 643.474 | -112.0919 | -93.4772 | -33.1164 | -60.3608 |
Avg Daily Profit (%) | 0.2293 | 0.2777 | -0.0484 | -0.1178 | -0.0174 | -0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252771 | -132802 | -380618 | -172286 | -85048 | -127233 |
Profit Factor | 1.2308 | 1.5758 | 0.9054 | 0.8895 | 0.918 | 0.8633 |
Total Trades | 585 | 292 | 293 | 585 | 292 | 293 |
Winning Trades | 251 | 116 | 135 | 251 | 116 | 135 |
Losing Trades | 334 | 176 | 158 | 334 | 176 | 158 |
Profitability (%) | 42.906 | 39.726 | 46.0751 | 42.906 | 39.726 | 46.0751 |
Ratio Avg Win / Avg Loss | 1.6379 | 2.3909 | 1.0596 | 1.1836 | 1.3929 | 1.0104 |
Largest Winning Trade | 508273 | 508273 | 55659 | 47042 | 47042 | 24407 |
Largest Losing Trade | -35889 | -28602 | -35889 | -37325 | -37325 | -30816 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 13807 | 6529 | 7278 | 13807 | 6529 | 7278 |
Profit Streak | 13.5518 | 0 | 15.5518 | 13.5518 | 0 | 15.5518 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368569 | 318115 | -578801 | -577934 | -581857 | -578801 |
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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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