Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209316.2586 | 301781.9382 | -92465.6796 | -93933.7704 | 697930.8923 | -791864.6628 |
Total P&L (%) | 209.3163 | 301.7819 | -92.4657 | -93.9338 | 697.9309 | -791.8647 |
Avg Daily Profit (%) | 0.1092 | 0.1575 | -0.0483 | -0.1461 | 0.1084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -412133 | -239775 | -254831 | -5563935 | -3197913 | -2580613 |
Profit Factor | 1.0908 | 1.2805 | 0.9247 | 0.9945 | 1.076 | 0.901 |
Total Trades | 610 | 305 | 305 | 610 | 305 | 305 |
Winning Trades | 313 | 149 | 164 | 313 | 149 | 164 |
Losing Trades | 297 | 156 | 141 | 297 | 156 | 141 |
Profitability (%) | 51.3115 | 48.8525 | 53.7705 | 51.3115 | 48.8525 | 53.7705 |
Ratio Avg Win / Avg Loss | 1.0351 | 1.3407 | 0.7951 | 0.9437 | 1.1265 | 0.7746 |
Largest Winning Trade | 116514 | 116514 | 33776 | 951258 | 796644 | 951258 |
Largest Losing Trade | -87267 | -29289 | -87267 | -1493006 | -1493006 | -555362 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5612 | 2806 | 2805 | 5612 | 2806 | 2805 |
Profit Streak | 4.6462 | 7.6462 | 0 | 4.6462 | 7.6462 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163762 | 315766 | -578971 | -576759 | -183205 | -578971 |
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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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