Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349787.359 | 480831.3459 | -131043.9869 | -93336.9703 | 1849724.326 | -1943061.2963 |
Total P&L (%) | 349.7874 | 480.8313 | -131.044 | -93.337 | 1849.7243 | -1943.0613 |
Avg Daily Profit (%) | 0.1464 | 0.2012 | -0.0548 | -0.1133 | 0.1244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -387029 | -226718 | -261600 | -2831840 | -1374595 | -2295205 |
Profit Factor | 1.191 | 1.5146 | 0.8539 | 0.989 | 1.467 | 0.5701 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 170 | 83 | 87 | 170 | 83 | 87 |
Losing Trades | 218 | 111 | 107 | 218 | 111 | 107 |
Profitability (%) | 43.8144 | 42.7835 | 44.8454 | 43.8144 | 42.7835 | 44.8454 |
Ratio Avg Win / Avg Loss | 1.5273 | 2.0255 | 1.0502 | 1.2682 | 1.9618 | 0.7012 |
Largest Winning Trade | 239860 | 239860 | 62005 | 2002641 | 2002641 | 515123 |
Largest Losing Trade | -54852 | -41322 | -54852 | -672721 | -540247 | -672721 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 52 | 49 | 56 | 52 | 49 | 56 |
Avg Bars in Losers | 23 | 19 | 26 | 23 | 19 | 26 |
Bars Traded | 14015 | 6270 | 7744 | 14015 | 6270 | 7744 |
Profit Streak | 5.0879 | 15.9212 | 5.0879 | 5.0879 | 15.9212 | 5.0879 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5629 | 319017 | -579472 | -577813 | -25595 | -581138 |
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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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