Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366330.8625 | 354459.839 | 11871.0235 | -67834.9879 | 88306.9111 | -156141.899 |
Total P&L (%) | 366.3309 | 354.4598 | 11.871 | -67.835 | 88.3069 | -156.1419 |
Avg Daily Profit (%) | 0.1966 | 0.1902 | 0.0064 | -0.0609 | 0.034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209250 | -99815 | -168593 | -154720 | -84911 | -169170 |
Profit Factor | 1.1649 | 1.3455 | 1.0099 | 0.9457 | 1.1595 | 0.7753 |
Total Trades | 587 | 294 | 293 | 587 | 294 | 293 |
Winning Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Losing Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Profitability (%) | 50.937 | 51.0204 | 50.8532 | 50.937 | 51.0204 | 50.8532 |
Ratio Avg Win / Avg Loss | 1.122 | 1.2917 | 0.976 | 0.9109 | 1.1131 | 0.7493 |
Largest Winning Trade | 81207 | 81207 | 37236 | 50786 | 50786 | 18220 |
Largest Losing Trade | -80231 | -41197 | -80231 | -68272 | -34046 | -68272 |
Avg Bars in Trades | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 10955 | 5073 | 5882 | 10955 | 5073 | 5882 |
Profit Streak | 0 | 0 | 31.2543 | 0 | 0 | 31.2543 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28093 | 334502 | -500329 | -577311 | -191194 | -577953 |
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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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