Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322248.9835 | 522173.6038 | -199924.6203 | -98738.9226 | -19408.2373 | -79330.6853 |
Total P&L (%) | 322.249 | 522.1736 | -199.9246 | -98.7389 | -19.4082 | -79.3307 |
Avg Daily Profit (%) | 0.1393 | 0.2257 | -0.0864 | -0.1889 | -0.0093 | -0.0681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -323649 | -204064 | -314371 | -140899 | -85488 | -130268 |
Profit Factor | 1.144 | 1.4341 | 0.8068 | 0.8592 | 0.9492 | 0.7513 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 176 | 99 | 77 | 176 | 99 | 77 |
Losing Trades | 204 | 91 | 113 | 204 | 91 | 113 |
Profitability (%) | 46.3158 | 52.1053 | 40.5263 | 46.3158 | 52.1053 | 40.5263 |
Ratio Avg Win / Avg Loss | 1.326 | 1.3182 | 1.1841 | 0.9959 | 0.8725 | 1.1026 |
Largest Winning Trade | 306774 | 306774 | 32317 | 53126 | 53126 | 22196 |
Largest Losing Trade | -60724 | -60724 | -44889 | -63508 | -58990 | -63508 |
Avg Bars in Trades | 23 | 31 | 16 | 23 | 31 | 16 |
Avg Bars in Winners | 26 | 28 | 22 | 26 | 28 | 22 |
Avg Bars in Losers | 21 | 33 | 12 | 21 | 33 | 12 |
Bars Traded | 9061 | 5905 | 3156 | 9061 | 5905 | 3156 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68391 | 355423 | -582078 | -579946 | -580065 | -582078 |
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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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