Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240807.3997 | 326033.5779 | -85226.1782 | -89070.0605 | 35047.0577 | -124117.1182 |
Total P&L (%) | 240.8074 | 326.0336 | -85.2262 | -89.0701 | 35.0471 | -124.1171 |
Avg Daily Profit (%) | 0.1276 | 0.1728 | -0.0452 | -0.1173 | 0.0159 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155824 | -109845 | -111089 | -222368 | -158486 | -100629 |
Profit Factor | 1.1029 | 1.2704 | 0.9248 | 0.9336 | 1.052 | 0.814 |
Total Trades | 658 | 329 | 329 | 658 | 329 | 329 |
Winning Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Losing Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Profitability (%) | 53.3435 | 53.4954 | 53.1915 | 53.3435 | 53.4954 | 53.1915 |
Ratio Avg Win / Avg Loss | 0.9647 | 1.1044 | 0.8139 | 0.8166 | 0.9145 | 0.7163 |
Largest Winning Trade | 88081 | 88081 | 29113 | 43557 | 43557 | 33287 |
Largest Losing Trade | -60741 | -33491 | -60741 | -67524 | -47966 | -67524 |
Avg Bars in Trades | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 11142 | 6057 | 5085 | 11142 | 6057 | 5085 |
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 | -127446 | 330744 | -578921 | -576629 | -337367 | -578921 |
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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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