Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348764.6147 | 286707.0023 | 62057.6124 | -69998.6066 | 8785.7421 | -78784.3487 |
Total P&L (%) | 348.7646 | 286.707 | 62.0576 | -69.9986 | 8.7857 | -78.7843 |
Avg Daily Profit (%) | 0.1832 | 0.1506 | 0.0326 | -0.0632 | 0.0044 | -0.0814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160465 | -107851 | -142395 | -264570 | -110432 | -194398 |
Profit Factor | 1.1399 | 1.2428 | 1.0473 | 0.9651 | 1.0094 | 0.9261 |
Total Trades | 746 | 373 | 373 | 746 | 373 | 373 |
Winning Trades | 379 | 187 | 192 | 379 | 187 | 192 |
Losing Trades | 367 | 186 | 181 | 367 | 186 | 181 |
Profitability (%) | 50.8043 | 50.134 | 51.4745 | 50.8043 | 50.134 | 51.4745 |
Ratio Avg Win / Avg Loss | 1.1038 | 1.2361 | 0.9873 | 0.9345 | 1.004 | 0.8731 |
Largest Winning Trade | 107231 | 107231 | 39004 | 66082 | 66082 | 37383 |
Largest Losing Trade | -53965 | -37784 | -53965 | -151083 | -30852 | -151083 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 11401 | 5668 | 5733 | 11401 | 5668 | 5733 |
Profit Streak | 0 | 13.4776 | 0 | 0 | 13.4776 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54901 | 332110 | -318184 | -576499 | -560604 | -578914 |
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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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