Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358695.9785 | 293935.527 | 64760.4515 | -63839.4661 | -60301.9173 | -3537.5489 |
Total P&L (%) | 358.696 | 293.9355 | 64.7605 | -63.8395 | -60.3019 | -3.5375 |
Avg Daily Profit (%) | 0.1887 | 0.1546 | 0.0341 | -0.0535 | -0.0486 | -0.0019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127839 | -114174 | -184990 | -159170 | -109262 | -142925 |
Profit Factor | 1.2196 | 1.3656 | 1.0781 | 0.934 | 0.879 | 0.9924 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 182 | 90 | 92 | 182 | 90 | 92 |
Losing Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Profitability (%) | 54.9849 | 54.5455 | 55.4217 | 54.9849 | 54.5455 | 55.4217 |
Ratio Avg Win / Avg Loss | 0.9984 | 1.138 | 0.8671 | 0.7646 | 0.7325 | 0.7983 |
Largest Winning Trade | 58212 | 58212 | 45289 | 36250 | 25805 | 36250 |
Largest Losing Trade | -82913 | -41195 | -82913 | -53230 | -42492 | -53230 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 11370 | 5674 | 5695 | 11370 | 5674 | 5695 |
Profit Streak | 480.9214 | 0 | 498.2547 | 480.9214 | 0 | 498.2547 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302803 | 310167 | -282097 | -577816 | -579879 | -578800 |
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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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