Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282026.803 | 367306.7132 | -85279.9102 | -87792.5138 | -46303.0078 | -41489.506 |
Total P&L (%) | 282.0268 | 367.3067 | -85.2799 | -87.7925 | -46.303 | -41.4895 |
Avg Daily Profit (%) | 0.117 | 0.1524 | -0.0354 | -0.0872 | -0.0258 | -0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180053 | -119378 | -227484 | -121963 | -97347 | -91797 |
Profit Factor | 1.1827 | 1.434 | 0.8778 | 0.8116 | 0.8259 | 0.7926 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Profitability (%) | 46.9178 | 45.8904 | 47.9452 | 46.9178 | 45.8904 | 47.9452 |
Ratio Avg Win / Avg Loss | 1.338 | 1.6908 | 0.953 | 0.9182 | 0.9738 | 0.8606 |
Largest Winning Trade | 159625 | 159625 | 52113 | 41521 | 21271 | 41521 |
Largest Losing Trade | -53127 | -53127 | -40425 | -67843 | -67843 | -19250 |
Avg Bars in Trades | 23 | 27 | 20 | 23 | 27 | 20 |
Avg Bars in Winners | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Losers | 19 | 23 | 16 | 19 | 23 | 16 |
Bars Traded | 6956 | 3964 | 2992 | 6956 | 3964 | 2992 |
Profit Streak | 0 | 45.3919 | 0 | 0 | 45.3919 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55780 | 334244 | -581466 | -580171 | -580721 | -581466 |
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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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