Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380529.0822 | 417782.7566 | -37253.6743 | -45751.687 | 108938.0311 | -154689.7181 |
Total P&L (%) | 380.5291 | 417.7828 | -37.2537 | -45.7517 | 108.938 | -154.6897 |
Avg Daily Profit (%) | 0.1827 | 0.2006 | -0.0179 | -0.0294 | 0.0354 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168030 | -185644 | -153805 | -262726 | -155450 | -204196 |
Profit Factor | 1.1812 | 1.3986 | 0.9646 | 0.9763 | 1.1156 | 0.8439 |
Total Trades | 885 | 443 | 442 | 885 | 443 | 442 |
Winning Trades | 422 | 207 | 215 | 422 | 207 | 215 |
Losing Trades | 463 | 236 | 227 | 463 | 236 | 227 |
Profitability (%) | 47.6836 | 46.7269 | 48.6425 | 47.6836 | 46.7269 | 48.6425 |
Ratio Avg Win / Avg Loss | 1.2959 | 1.5946 | 1.0184 | 1.0712 | 1.2719 | 0.8911 |
Largest Winning Trade | 294890 | 294890 | 50508 | 128292 | 128292 | 53740 |
Largest Losing Trade | -22217 | -22217 | -19763 | -50502 | -50502 | -31998 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 34 | 30 | 37 | 34 | 30 | 37 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 24738 | 11847 | 12891 | 24738 | 11847 | 12891 |
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 | -9344 | 366789 | -577606 | -574695 | -238224 | -579273 |
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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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