Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276875.6991 | 318180.9249 | -41305.2259 | -94279.0852 | 282231.5293 | -376510.6145 |
Total P&L (%) | 276.8757 | 318.1809 | -41.3052 | -94.2791 | 282.2315 | -376.5106 |
Avg Daily Profit (%) | 0.1447 | 0.1663 | -0.0216 | -0.1494 | 0.0701 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278353 | -89311 | -302444 | -455202 | -38322 | -485818 |
Profit Factor | 1.158 | 1.4131 | 0.958 | 0.8807 | 2.5985 | 0.3865 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Losing Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Profitability (%) | 51.0638 | 51.0638 | 51.0638 | 51.0638 | 51.0638 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.1097 | 1.3542 | 0.918 | 0.844 | 2.4903 | 0.3704 |
Largest Winning Trade | 86230 | 86230 | 40152 | 122340 | 122340 | 68709 |
Largest Losing Trade | -90283 | -30504 | -90283 | -297683 | -38322 | -297683 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 5676 | 2866 | 2810 | 5676 | 2866 | 2810 |
Profit Streak | 9.5696 | 0 | 12.9029 | 9.5696 | 0 | 12.9029 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43544 | 322292 | -579323 | -577731 | -93518 | -579323 |
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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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