Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360730.4273 | 396125.6861 | -35395.2588 | -13935.4085 | 278721.7436 | -292657.1521 |
Total P&L (%) | 360.7304 | 396.1257 | -35.3953 | -13.9354 | 278.7217 | -292.6572 |
Avg Daily Profit (%) | 0.1437 | 0.1578 | -0.0141 | -0.006 | 0.0531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155473 | -85972 | -108255 | -745273 | -446595 | -346052 |
Profit Factor | 1.2581 | 1.5392 | 0.9466 | 0.9969 | 1.1128 | 0.8604 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 167 | 89 | 78 | 167 | 89 | 78 |
Losing Trades | 207 | 98 | 109 | 207 | 98 | 109 |
Profitability (%) | 44.6524 | 47.5936 | 41.7112 | 44.6524 | 47.5936 | 41.7112 |
Ratio Avg Win / Avg Loss | 1.5595 | 1.6949 | 1.3228 | 1.2357 | 1.2254 | 1.2024 |
Largest Winning Trade | 129792 | 129792 | 66453 | 357622 | 357622 | 181688 |
Largest Losing Trade | -35607 | -35607 | -30364 | -185986 | -185986 | -152684 |
Avg Bars in Trades | 39 | 32 | 46 | 39 | 32 | 46 |
Avg Bars in Winners | 55 | 37 | 77 | 55 | 37 | 77 |
Avg Bars in Losers | 25 | 27 | 24 | 25 | 27 | 24 |
Bars Traded | 14677 | 6000 | 8678 | 14677 | 6000 | 8678 |
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 | -431 | 338577 | -581911 | -579235 | -218980 | -581911 |
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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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