Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397494.9208 | 333709.4295 | 63785.4913 | 18209.1511 | 183054.8289 | -164845.6778 |
Total P&L (%) | 397.4949 | 333.7094 | 63.7855 | 18.2092 | 183.0548 | -164.8457 |
Avg Daily Profit (%) | 0.159 | 0.1334 | 0.0255 | 0.0067 | 0.0416 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204851 | -183227 | -130175 | -838288 | -788013 | -687330 |
Profit Factor | 1.2477 | 1.3952 | 1.0839 | 1.0038 | 1.0772 | 0.9329 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 193 | 90 | 103 | 193 | 90 | 103 |
Losing Trades | 181 | 97 | 84 | 181 | 97 | 84 |
Profitability (%) | 51.6043 | 48.1283 | 55.0802 | 51.6043 | 48.1283 | 55.0802 |
Ratio Avg Win / Avg Loss | 1.1701 | 1.5037 | 0.8839 | 0.9414 | 1.161 | 0.7608 |
Largest Winning Trade | 87293 | 87293 | 34674 | 280014 | 280014 | 170044 |
Largest Losing Trade | -69529 | -43403 | -69529 | -233325 | -178562 | -233325 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 7373 | 3881 | 3491 | 7373 | 3881 | 3491 |
Profit Streak | 0 | 0 | 24.1602 | 0 | 0 | 24.1602 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341108 | -13125 | -287251 | -407570 | -272907 | -578873 |
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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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