Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273795.5701 | 313571.9053 | -39776.3352 | -94040.2494 | 376027.1335 | -470067.3829 |
Total P&L (%) | 273.7956 | 313.5719 | -39.7763 | -94.0402 | 376.0271 | -470.0674 |
Avg Daily Profit (%) | 0.1431 | 0.1639 | -0.0208 | -0.1473 | 0.0816 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274906 | -85481 | -291877 | -484672 | -39819 | -581934 |
Profit Factor | 1.1585 | 1.4144 | 0.9591 | 0.8887 | 3.7485 | 0.336 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 189 | 93 | 96 | 189 | 93 | 96 |
Losing Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Profitability (%) | 50.8065 | 50 | 51.6129 | 50.8065 | 50 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.1217 | 1.4144 | 0.8991 | 0.8605 | 3.7485 | 0.315 |
Largest Winning Trade | 86230 | 86230 | 39562 | 123760 | 123760 | 69507 |
Largest Losing Trade | -90283 | -30504 | -90283 | -439404 | -13390 | -439404 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 5676 | 2879 | 2797 | 5676 | 2879 | 2797 |
Profit Streak | 9.1302 | 0 | 12.4635 | 9.1302 | 0 | 12.4635 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45178 | 316525 | -579256 | -577783 | -76418 | -579256 |
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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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