Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337982.884 | 377246.3132 | -39263.4291 | -77222.4528 | -91919.4772 | 14697.0244 |
Total P&L (%) | 337.9829 | 377.2463 | -39.2634 | -77.2225 | -91.9195 | 14.697 |
Avg Daily Profit (%) | 0.1399 | 0.1562 | -0.0163 | -0.0612 | -0.1041 | 0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173575 | -125343 | -210117 | -171811 | -143873 | -94752 |
Profit Factor | 1.2124 | 1.442 | 0.9468 | 0.9373 | 0.8764 | 1.0301 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 179 | 85 | 94 | 179 | 85 | 94 |
Losing Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Profitability (%) | 50.9972 | 48.2955 | 53.7143 | 50.9972 | 48.2955 | 53.7143 |
Ratio Avg Win / Avg Loss | 1.165 | 1.5438 | 0.8158 | 0.9007 | 0.9383 | 0.8876 |
Largest Winning Trade | 220802 | 220802 | 53787 | 65800 | 65800 | 52516 |
Largest Losing Trade | -53029 | -53029 | -35187 | -59063 | -59063 | -26740 |
Avg Bars in Trades | 20 | 22 | 17 | 20 | 22 | 17 |
Avg Bars in Winners | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 7050 | 3973 | 3077 | 7050 | 3973 | 3077 |
Profit Streak | 0 | 0 | 18.7885 | 0 | 0 | 18.7885 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4464 | 334452 | -579096 | -578535 | -580796 | -392317 |
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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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