Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273618.4298 | 289000.9695 | -15382.5397 | -53146.698 | 77323.2709 | -130469.9689 |
Total P&L (%) | 273.6184 | 289.001 | -15.3825 | -53.1467 | 77.3233 | -130.47 |
Avg Daily Profit (%) | 0.1538 | 0.1624 | -0.0086 | -0.0426 | 0.0322 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248433 | -178538 | -181621 | -971236 | -663349 | -698550 |
Profit Factor | 1.1284 | 1.2997 | 0.9868 | 0.9904 | 1.0294 | 0.955 |
Total Trades | 703 | 351 | 352 | 703 | 351 | 352 |
Winning Trades | 350 | 162 | 188 | 350 | 162 | 188 |
Losing Trades | 353 | 189 | 164 | 353 | 189 | 164 |
Profitability (%) | 49.7866 | 46.1538 | 53.4091 | 49.7866 | 46.1538 | 53.4091 |
Ratio Avg Win / Avg Loss | 1.138 | 1.5163 | 0.8608 | 0.9989 | 1.2009 | 0.8331 |
Largest Winning Trade | 42286 | 42286 | 38204 | 235517 | 168635 | 235517 |
Largest Losing Trade | -60306 | -36472 | -60306 | -365388 | -365388 | -264729 |
Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Winners | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 21125 | 9778 | 11347 | 21125 | 9778 | 11347 |
Profit Streak | 13.0996 | 0 | 13.1829 | 13.0996 | 0 | 13.1829 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67917 | 307961 | -578444 | -576581 | -338028 | -578444 |
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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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