Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23971.1307 | 103956.8674 | -79985.7367 | -99451.4345 | 1683857.9444 | -1783309.3789 |
Total P&L (%) | 23.9711 | 103.9569 | -79.9857 | -99.4514 | 1683.8579 | -1783.3094 |
Avg Daily Profit (%) | 0.0126 | 0.0547 | -0.0421 | -0.2733 | 0.1516 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -415710 | -227129 | -286653 | -1831933 | -316869 | -2112681 |
Profit Factor | 1.011 | 1.1004 | 0.9305 | 0.9741 | 2.8193 | 0.3868 |
Total Trades | 551 | 276 | 275 | 551 | 276 | 275 |
Winning Trades | 275 | 133 | 142 | 275 | 133 | 142 |
Losing Trades | 276 | 143 | 133 | 276 | 143 | 133 |
Profitability (%) | 49.9093 | 48.1884 | 51.6364 | 49.9093 | 48.1884 | 51.6364 |
Ratio Avg Win / Avg Loss | 1.0146 | 1.1831 | 0.8715 | 0.9776 | 3.0312 | 0.3623 |
Largest Winning Trade | 62992 | 62992 | 37547 | 708141 | 708141 | 65548 |
Largest Losing Trade | -95748 | -38904 | -95748 | -1754417 | -188493 | -1754417 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 7601 | 3803 | 3798 | 7601 | 3803 | 3798 |
Profit Streak | 0 | 0 | 491.9729 | 0 | 0 | 491.9729 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -385586 | -229581 | -578444 | -577656 | 484805 | -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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