Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405537.4067 | 469196.679 | -63659.2723 | -77251.1875 | 305330.9993 | -382582.1868 |
Total P&L (%) | 405.5374 | 469.1967 | -63.6593 | -77.2512 | 305.331 | -382.5822 |
Avg Daily Profit (%) | 0.2101 | 0.243 | -0.033 | -0.0767 | 0.0725 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -333104 | -248639 | -123375 | -1033369 | -679350 | -398135 |
Profit Factor | 1.2455 | 1.5753 | 0.9239 | 0.9656 | 1.2592 | 0.6419 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 174 | 77 | 97 | 174 | 77 | 97 |
Losing Trades | 198 | 109 | 89 | 198 | 109 | 89 |
Profitability (%) | 46.7742 | 41.3978 | 52.1505 | 46.7742 | 41.3978 | 52.1505 |
Ratio Avg Win / Avg Loss | 1.4173 | 2.2299 | 0.8477 | 1.0988 | 1.7825 | 0.589 |
Largest Winning Trade | 347687 | 347687 | 37998 | 579511 | 579511 | 85564 |
Largest Losing Trade | -51380 | -44639 | -51380 | -396182 | -396182 | -165553 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 7686 | 3596 | 4090 | 7686 | 3596 | 4090 |
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 | 303330 | 295817 | -579803 | -578143 | -97813 | -579803 |
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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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