Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438075.4035 | 449008.3864 | -10932.9829 | -57977.3017 | 1603651.29 | -1661628.5917 |
Total P&L (%) | 438.0754 | 449.0084 | -10.933 | -57.9773 | 1603.6513 | -1661.6286 |
Avg Daily Profit (%) | 0.1898 | 0.1945 | -0.0047 | -0.0376 | 0.1229 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234890 | -141555 | -313824 | -1523372 | -751448 | -1844280 |
Profit Factor | 1.2301 | 1.525 | 0.9896 | 0.987 | 1.9509 | 0.4017 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 187 | 96 | 91 | 187 | 96 | 91 |
Profitability (%) | 47.3239 | 46.0674 | 48.5876 | 47.3239 | 46.0674 | 48.5876 |
Ratio Avg Win / Avg Loss | 1.3692 | 1.7853 | 1.0471 | 1.0986 | 2.284 | 0.425 |
Largest Winning Trade | 124977 | 124977 | 64675 | 783044 | 783044 | 98979 |
Largest Losing Trade | -65776 | -32275 | -65776 | -589956 | -272210 | -589956 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4552 | 2093 | 2459 | 4552 | 2093 | 2459 |
Profit Streak | 0 | 0 | 24.2678 | 0 | 0 | 24.2678 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298212 | 333698 | -578467 | -578018 | -25658 | -580133 |
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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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