Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446561.8105 | 492458.0921 | -45896.2816 | -85547.9262 | -53691.0212 | -31856.905 |
Total P&L (%) | 446.5618 | 492.4581 | -45.8963 | -85.5479 | -53.691 | -31.8569 |
Avg Daily Profit (%) | 0.1925 | 0.2123 | -0.0198 | -0.0833 | -0.0332 | -0.0165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181666 | -147118 | -205053 | -158823 | -187748 | -169246 |
Profit Factor | 1.2068 | 1.4672 | 0.9585 | 0.933 | 0.9154 | 0.9504 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 173 | 82 | 91 | 173 | 82 | 91 |
Losing Trades | 203 | 106 | 97 | 203 | 106 | 97 |
Profitability (%) | 46.0106 | 43.617 | 48.4043 | 46.0106 | 43.617 | 48.4043 |
Ratio Avg Win / Avg Loss | 1.4161 | 1.8966 | 1.0217 | 1.0948 | 1.1833 | 1.013 |
Largest Winning Trade | 256247 | 256247 | 60546 | 50869 | 50869 | 38901 |
Largest Losing Trade | -56795 | -34665 | -56795 | -46954 | -43192 | -46954 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 6932 | 3517 | 3415 | 6932 | 3517 | 3415 |
Profit Streak | 13.0487 | 0 | 19.382 | 13.0487 | 0 | 19.382 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301363 | 294015 | -578467 | -577811 | -580886 | -578467 |
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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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