Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311199.6628 | 368336.9002 | -57137.2374 | -107662.8564 | 32698.4189 | -140361.2753 |
Total P&L (%) | 311.1997 | 368.3369 | -57.1372 | -107.6629 | 32.6984 | -140.3613 |
Avg Daily Profit (%) | 0.16 | 0.1894 | -0.0294 | 0 | 0.0145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -309802 | -95112 | -401322 | -102562 | -29558 | -137717 |
Profit Factor | 1.1534 | 1.3977 | 0.9482 | 0.6984 | 1.2456 | 0.3728 |
Total Trades | 471 | 235 | 236 | 471 | 235 | 236 |
Winning Trades | 244 | 110 | 134 | 206 | 110 | 96 |
Losing Trades | 227 | 125 | 102 | 265 | 125 | 140 |
Profitability (%) | 51.8047 | 46.8085 | 56.7797 | 43.7367 | 46.8085 | 40.678 |
Ratio Avg Win / Avg Loss | 1.073 | 1.5883 | 0.7218 | 0.8984 | 1.4154 | 0.5437 |
Largest Winning Trade | 118770 | 118770 | 47385 | 31561 | 31561 | 13543 |
Largest Losing Trade | -115896 | -31491 | -115896 | -23250 | -13415 | -23250 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3881 | 1935 | 1946 | 3881 | 1935 | 1946 |
Profit Streak | 9.6258 | 13.6258 | 9.6258 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40459 | 346826 | -578276 | -580474 | -176820 | -583446 |
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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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