Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225865.8838 | 374088.7305 | -148222.8467 | -97168.0297 | 70564.5405 | -167732.5703 |
Total P&L (%) | 225.8659 | 374.0887 | -148.2228 | -97.168 | 70.5645 | -167.7326 |
Avg Daily Profit (%) | 0.0947 | 0.1568 | -0.0621 | -0.1493 | 0.0224 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218633 | -129485 | -213879 | -111241 | -44589 | -94559 |
Profit Factor | 1.116 | 1.4175 | 0.8591 | 0.7811 | 1.4412 | 0.4091 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 186 | 95 | 91 | 186 | 95 | 91 |
Losing Trades | 189 | 93 | 96 | 189 | 93 | 96 |
Profitability (%) | 49.6 | 50.5319 | 48.6631 | 49.6 | 50.5319 | 48.6631 |
Ratio Avg Win / Avg Loss | 1.134 | 1.3877 | 0.9063 | 0.7937 | 1.4109 | 0.4316 |
Largest Winning Trade | 170718 | 170718 | 68447 | 40328 | 40328 | 10797 |
Largest Losing Trade | -73868 | -43451 | -73868 | -83197 | -40704 | -83197 |
Avg Bars in Trades | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Winners | 20 | 14 | 26 | 20 | 14 | 26 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 6974 | 2800 | 4174 | 6974 | 2800 | 4174 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157431 | 317870 | -580596 | -578695 | -161234 | -580596 |
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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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