Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365359.2208 | 372594.9315 | -7235.7107 | -52553.1663 | 47931.7348 | -100484.9011 |
Total P&L (%) | 365.3592 | 372.5949 | -7.2357 | -52.5532 | 47.9317 | -100.4849 |
Avg Daily Profit (%) | 0.1461 | 0.149 | -0.0029 | -0.0298 | 0.0157 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180484 | -107119 | -240389 | -159468 | -54414 | -177482 |
Profit Factor | 1.2158 | 1.5182 | 0.9926 | 0.944 | 1.1179 | 0.8112 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 174 | 84 | 90 | 174 | 84 | 90 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 51.7857 | 50 | 53.5714 | 51.7857 | 50 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.132 | 1.5182 | 0.8602 | 0.8789 | 1.1179 | 0.703 |
Largest Winning Trade | 54651 | 54651 | 47551 | 49344 | 36791 | 49344 |
Largest Losing Trade | -70948 | -32406 | -70948 | -42005 | -23832 | -42005 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4746 | 2372 | 2374 | 4746 | 2372 | 2374 |
Profit Streak | 12.6373 | 0 | 34.1373 | 12.6373 | 0 | 34.1373 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 162058 | 325505 | -578719 | -577898 | -263701 | -578719 |
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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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