Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230440.5011 | 295752.0998 | -65311.5987 | -113994.2752 | -52736.2406 | -61258.0346 |
Total P&L (%) | 230.4405 | 295.7521 | -65.3116 | -113.9943 | -52.7362 | -61.258 |
Avg Daily Profit (%) | 0.1209 | 0.1551 | -0.0343 | 0 | -0.0393 | -0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153762 | -118351 | -270608 | -201093 | -79261 | -170803 |
Profit Factor | 1.1044 | 1.3134 | 0.9483 | 0.7872 | 0.7701 | 0.7999 |
Total Trades | 634 | 317 | 317 | 634 | 317 | 317 |
Winning Trades | 324 | 164 | 160 | 307 | 149 | 158 |
Losing Trades | 310 | 153 | 157 | 327 | 168 | 159 |
Profitability (%) | 51.1041 | 51.735 | 50.4732 | 48.4227 | 47.0032 | 49.8423 |
Ratio Avg Win / Avg Loss | 1.0567 | 1.2253 | 0.9306 | 0.8385 | 0.8684 | 0.805 |
Largest Winning Trade | 53914 | 49111 | 53914 | 22010 | 22010 | 20234 |
Largest Losing Trade | -115636 | -23621 | -115636 | -138660 | -16063 | -138660 |
Avg Bars in Trades | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Winners | 17 | 13 | 22 | 17 | 17 | 18 |
Avg Bars in Losers | 18 | 17 | 18 | 17 | 13 | 22 |
Bars Traded | 11323 | 4854 | 6469 | 11323 | 4854 | 6469 |
Profit Streak | 0 | 0 | 18.4806 | 5.4806 | 28.6472 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133628 | 324295 | -578270 | -577094 | -579098 | -579459 |
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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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