Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413423.247 | 455653.8494 | -42230.6024 | -78838.0911 | 900976.2205 | -979814.3116 |
Total P&L (%) | 413.4232 | 455.6538 | -42.2306 | -78.8381 | 900.9762 | -979.8143 |
Avg Daily Profit (%) | 0.2204 | 0.2429 | -0.0225 | -0.0828 | 0.1229 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -413982 | -217417 | -229564 | -1857523 | -973283 | -1247934 |
Profit Factor | 1.2842 | 1.5307 | 0.9292 | 0.9774 | 1.49 | 0.4053 |
Total Trades | 411 | 206 | 205 | 411 | 206 | 205 |
Winning Trades | 196 | 95 | 101 | 196 | 95 | 101 |
Losing Trades | 215 | 111 | 104 | 215 | 111 | 104 |
Profitability (%) | 47.6886 | 46.1165 | 49.2683 | 47.6886 | 46.1165 | 49.2683 |
Ratio Avg Win / Avg Loss | 1.4086 | 1.7885 | 0.9568 | 1.0721 | 1.741 | 0.4173 |
Largest Winning Trade | 257304 | 257304 | 72666 | 1241069 | 1241069 | 84430 |
Largest Losing Trade | -48995 | -48995 | -39428 | -693218 | -693218 | -451380 |
Avg Bars in Trades | 54 | 73 | 34 | 54 | 73 | 34 |
Avg Bars in Winners | 68 | 104 | 34 | 68 | 104 | 34 |
Avg Bars in Losers | 40 | 48 | 33 | 40 | 48 | 33 |
Bars Traded | 22202 | 15221 | 6981 | 22202 | 15221 | 6981 |
Profit Streak | 0 | 0 | 20.5921 | 0 | 0 | 20.5921 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325151 | 345783 | -579991 | -577861 | -27176 | -579991 |
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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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