Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215539.1998 | 444879.3283 | -229340.1285 | -99426.6798 | -10074.5431 | -89352.1367 |
Total P&L (%) | 215.5392 | 444.8793 | -229.3401 | -99.4267 | -10.0745 | -89.3521 |
Avg Daily Profit (%) | 0.093 | 0.1919 | -0.0989 | -0.2224 | -0.0046 | -0.0966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313820 | -204154 | -317972 | -138177 | -82109 | -120831 |
Profit Factor | 1.0931 | 1.3567 | 0.7852 | 0.8086 | 0.9641 | 0.6254 |
Total Trades | 447 | 223 | 224 | 447 | 223 | 224 |
Winning Trades | 195 | 101 | 94 | 195 | 101 | 94 |
Losing Trades | 252 | 122 | 130 | 252 | 122 | 130 |
Profitability (%) | 43.6242 | 45.2915 | 41.9643 | 43.6242 | 45.2915 | 41.9643 |
Ratio Avg Win / Avg Loss | 1.4126 | 1.6388 | 1.0859 | 1.045 | 1.1646 | 0.865 |
Largest Winning Trade | 327223 | 327223 | 38357 | 101936 | 101936 | 20475 |
Largest Losing Trade | -47280 | -44222 | -47280 | -47148 | -30071 | -47148 |
Avg Bars in Trades | 30 | 37 | 23 | 30 | 37 | 23 |
Avg Bars in Winners | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Losers | 25 | 34 | 17 | 25 | 34 | 17 |
Bars Traded | 13636 | 8469 | 5167 | 13636 | 8469 | 5167 |
Profit Streak | 0 | 13.6695 | 0 | 0 | 13.6695 | 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 | -187083 | 305070 | -581341 | -579254 | -579730 | -583008 |
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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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