Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252265.1524 | 290857.7394 | -38592.587 | -44804.3691 | 122754.5131 | -167558.8822 |
Total P&L (%) | 252.2652 | 290.8577 | -38.5926 | -44.8044 | 122.7545 | -167.5589 |
Avg Daily Profit (%) | 0.1362 | 0.157 | -0.0208 | -0.0321 | 0.0432 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128761 | -116838 | -193715 | -306598 | -149550 | -260299 |
Profit Factor | 1.184 | 1.4607 | 0.9478 | 0.9749 | 1.1549 | 0.8312 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 166 | 78 | 88 | 166 | 78 | 88 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 50 | 46.988 | 53.012 | 50 | 46.988 | 53.012 |
Ratio Avg Win / Avg Loss | 1.184 | 1.6479 | 0.8401 | 0.9749 | 1.303 | 0.7368 |
Largest Winning Trade | 182037 | 182037 | 44644 | 113991 | 113991 | 55526 |
Largest Losing Trade | -32930 | -19606 | -32930 | -91792 | -45232 | -91792 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5492 | 2669 | 2823 | 5492 | 2669 | 2823 |
Profit Streak | 0 | 0 | 37.8218 | 0 | 0 | 37.8218 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27361 | 318640 | -578259 | -578764 | -185840 | -578259 |
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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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