Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188916.6794 | 264215.5195 | -75298.8401 | -99318.8272 | 114161.401 | -213480.2282 |
Total P&L (%) | 188.9167 | 264.2155 | -75.2988 | -99.3188 | 114.1614 | -213.4802 |
Avg Daily Profit (%) | 0.1273 | 0.1781 | -0.0507 | -0.3357 | 0.0513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -384698 | -192126 | -241416 | -337989 | -277682 | -295660 |
Profit Factor | 1.107 | 1.2945 | 0.9133 | 0.9415 | 1.1442 | 0.7647 |
Total Trades | 385 | 192 | 193 | 385 | 192 | 193 |
Winning Trades | 212 | 95 | 117 | 212 | 95 | 117 |
Losing Trades | 173 | 97 | 76 | 173 | 97 | 76 |
Profitability (%) | 55.0649 | 49.4792 | 60.6218 | 55.0649 | 49.4792 | 60.6218 |
Ratio Avg Win / Avg Loss | 0.9034 | 1.3218 | 0.5933 | 0.7683 | 1.1683 | 0.4967 |
Largest Winning Trade | 356486 | 356486 | 36466 | 244388 | 244388 | 84557 |
Largest Losing Trade | -89966 | -30450 | -89966 | -218977 | -97129 | -218977 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 5885 | 2921 | 2964 | 5885 | 2921 | 2964 |
Profit Streak | 0 | 11.4617 | 0 | 0 | 11.4617 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124587 | 311106 | -578668 | -577831 | -185055 | -578668 |
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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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