Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416935.4034 | 437992.7892 | -21057.3858 | -84973.8495 | -30007.0914 | -54966.7581 |
Total P&L (%) | 416.9354 | 437.9928 | -21.0574 | -84.9739 | -30.0071 | -54.9668 |
Avg Daily Profit (%) | 0.1755 | 0.1843 | -0.0089 | -0.0797 | -0.015 | -0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235573 | -180964 | -277257 | -131260 | -101965 | -102752 |
Profit Factor | 1.1673 | 1.3907 | 0.9846 | 0.8426 | 0.8838 | 0.8049 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 245 | 121 | 124 | 245 | 121 | 124 |
Losing Trades | 235 | 119 | 116 | 235 | 119 | 116 |
Profitability (%) | 51.0417 | 50.4167 | 51.6667 | 51.0417 | 50.4167 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.1196 | 1.3677 | 0.9211 | 0.8082 | 0.8692 | 0.753 |
Largest Winning Trade | 92135 | 92135 | 52360 | 28297 | 28297 | 21836 |
Largest Losing Trade | -62694 | -34366 | -62694 | -37573 | -36468 | -37573 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4726 | 2365 | 2361 | 4726 | 2365 | 2361 |
Profit Streak | 9.0204 | 0 | 14.0204 | 9.0204 | 0 | 14.0204 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25526 | 329669 | -578987 | -577188 | -579745 | -578987 |
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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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