Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467186.5311 | 486315.684 | -19129.1529 | -58977.8919 | 207975.7469 | -266953.6388 |
Total P&L (%) | 467.1865 | 486.3157 | -19.1292 | -58.9779 | 207.9757 | -266.9536 |
Avg Daily Profit (%) | 0.1961 | 0.2041 | -0.008 | -0.0374 | 0.0472 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162816 | -129123 | -193686 | -327722 | -264256 | -390581 |
Profit Factor | 1.2623 | 1.6032 | 0.9804 | 0.9781 | 1.1738 | 0.8223 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 174 | 82 | 92 | 174 | 82 | 92 |
Losing Trades | 193 | 102 | 91 | 193 | 102 | 91 |
Profitability (%) | 47.4114 | 44.5652 | 50.2732 | 47.4114 | 44.5652 | 50.2732 |
Ratio Avg Win / Avg Loss | 1.4001 | 1.9942 | 0.9697 | 1.085 | 1.4601 | 0.8133 |
Largest Winning Trade | 235495 | 235495 | 59183 | 162505 | 162505 | 120927 |
Largest Losing Trade | -44406 | -31644 | -44406 | -82042 | -82042 | -72613 |
Avg Bars in Trades | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Winners | 52 | 48 | 57 | 52 | 48 | 57 |
Avg Bars in Losers | 25 | 19 | 31 | 25 | 19 | 31 |
Bars Traded | 14114 | 5967 | 8146 | 14114 | 5967 | 8146 |
Profit Streak | 0 | 0 | 12.5378 | 0 | 0 | 12.5378 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300696 | 323459 | -579724 | -578199 | -160933 | -579724 |
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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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