Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358264.5967 | 360249.7965 | -1985.1997 | -55752.8707 | -34304.3875 | -21448.4832 |
Total P&L (%) | 358.2646 | 360.2498 | -1.9852 | -55.7529 | -34.3044 | -21.4485 |
Avg Daily Profit (%) | 0.1812 | 0.1822 | -0.001 | -0.0412 | -0.0212 | -0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197588 | -236867 | -75564 | -513960 | -549470 | -82605 |
Profit Factor | 1.2341 | 1.2961 | 0.9937 | 0.974 | 0.981 | 0.937 |
Total Trades | 443 | 221 | 222 | 443 | 221 | 222 |
Winning Trades | 196 | 100 | 96 | 196 | 100 | 96 |
Losing Trades | 247 | 121 | 126 | 247 | 121 | 126 |
Profitability (%) | 44.2438 | 45.2489 | 43.2432 | 44.2438 | 45.2489 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.5552 | 1.5683 | 1.3042 | 1.2274 | 1.187 | 1.2298 |
Largest Winning Trade | 97156 | 97156 | 16860 | 218755 | 218755 | 28693 |
Largest Losing Trade | -57134 | -57134 | -13198 | -292814 | -292814 | -25312 |
Avg Bars in Trades | 8 | 16 | 1 | 8 | 16 | 1 |
Avg Bars in Winners | 9 | 16 | 1 | 9 | 16 | 1 |
Avg Bars in Losers | 8 | 16 | 1 | 8 | 16 | 1 |
Bars Traded | 3943 | 3699 | 244 | 3943 | 3699 | 244 |
Profit Streak | 470.9261 | 0 | 472.4261 | 470.9261 | 0 | 472.4261 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330896 | 276155 | -580270 | -578172 | -580080 | -580270 |
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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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