Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205198.6889 | 278144.96 | -72946.2711 | -66810.5949 | 212498.3908 | -279308.9857 |
Total P&L (%) | 205.1987 | 278.145 | -72.9463 | -66.8106 | 212.4984 | -279.309 |
Avg Daily Profit (%) | 0.1268 | 0.1719 | -0.0451 | -0.0681 | 0.0704 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172091 | -137386 | -234313 | -294271 | -135920 | -376024 |
Profit Factor | 1.1359 | 1.4278 | 0.9152 | 0.9648 | 1.2641 | 0.7445 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 224 | 115 | 109 | 224 | 115 | 109 |
Losing Trades | 268 | 131 | 137 | 268 | 131 | 137 |
Profitability (%) | 45.5285 | 46.748 | 44.3089 | 45.5285 | 46.748 | 44.3089 |
Ratio Avg Win / Avg Loss | 1.359 | 1.6264 | 1.1503 | 1.1543 | 1.44 | 0.9358 |
Largest Winning Trade | 168775 | 168775 | 56978 | 139743 | 139743 | 67758 |
Largest Losing Trade | -29308 | -28230 | -29308 | -54447 | -51309 | -54447 |
Avg Bars in Trades | 38 | 21 | 55 | 38 | 21 | 55 |
Avg Bars in Winners | 61 | 27 | 97 | 61 | 27 | 97 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 19014 | 5322 | 13692 | 19014 | 5322 | 13692 |
Profit Streak | 483.9693 | 483.9693 | 485.3026 | 483.9693 | 483.9693 | 485.3026 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92983 | 348691 | -580008 | -577318 | -98683 | -581675 |
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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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