Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432460.503 | 438632.6132 | -6172.1103 | -44515.5163 | 544633.3389 | -589148.8552 |
Total P&L (%) | 432.4605 | 438.6326 | -6.1721 | -44.5155 | 544.6333 | -589.1489 |
Avg Daily Profit (%) | 0.2713 | 0.2751 | -0.0039 | -0.0369 | 0.117 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249687 | -172045 | -101189 | -1077637 | -622906 | -652808 |
Profit Factor | 1.3652 | 1.7167 | 0.9892 | 0.9889 | 1.2705 | 0.7037 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
Losing Trades | 156 | 84 | 72 | 156 | 84 | 72 |
Profitability (%) | 48 | 44 | 52 | 48 | 44 | 52 |
Ratio Avg Win / Avg Loss | 1.479 | 2.1849 | 0.9131 | 1.0713 | 1.617 | 0.6496 |
Largest Winning Trade | 305504 | 305504 | 65543 | 814182 | 814182 | 192181 |
Largest Losing Trade | -35909 | -35909 | -33002 | -188043 | -188043 | -180975 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 41 | 32 | 50 | 41 | 32 | 50 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 9365 | 3810 | 5555 | 9365 | 3810 | 5555 |
Profit Streak | 0 | 0 | 16.9494 | 0 | 0 | 16.9494 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342146 | 348908 | -579220 | -578320 | -37248 | -579220 |
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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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