Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340835.0534 | 368416.5903 | -27581.5369 | -67762.8724 | 224123.2878 | -291886.1602 |
Total P&L (%) | 340.8351 | 368.4166 | -27.5815 | -67.7629 | 224.1233 | -291.8862 |
Avg Daily Profit (%) | 0.1818 | 0.1965 | -0.0147 | -0.0604 | 0.0627 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272733 | -97281 | -189587 | -920640 | -620956 | -643245 |
Profit Factor | 1.236 | 1.5284 | 0.9631 | 0.9758 | 1.1641 | 0.797 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 154 | 71 | 83 | 154 | 71 | 83 |
Losing Trades | 151 | 81 | 70 | 151 | 81 | 70 |
Profitability (%) | 50.4918 | 46.7105 | 54.2484 | 50.4918 | 46.7105 | 54.2484 |
Ratio Avg Win / Avg Loss | 1.212 | 1.7436 | 0.8122 | 0.9568 | 1.328 | 0.6722 |
Largest Winning Trade | 142268 | 142268 | 43501 | 330795 | 330795 | 134088 |
Largest Losing Trade | -65191 | -39575 | -65191 | -302439 | -226661 | -302439 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5604 | 2792 | 2812 | 5604 | 2792 | 2812 |
Profit Streak | 11.3163 | 0 | 17.3163 | 11.3163 | 0 | 17.3163 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350300 | 339170 | -579134 | -578206 | -149975 | -579134 |
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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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