Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392087.6835 | 455224.4544 | -63136.7709 | -87992.0438 | -58210.5093 | -29781.5346 |
Total P&L (%) | 392.0877 | 455.2245 | -63.1368 | -87.992 | -58.2105 | -29.7815 |
Avg Daily Profit (%) | 0.1693 | 0.1965 | -0.0273 | -0.0915 | -0.0377 | -0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221202 | -120749 | -315131 | -84774 | -65189 | -67728 |
Profit Factor | 1.1784 | 1.4626 | 0.948 | 0.8579 | 0.8144 | 0.9026 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 214 | 99 | 115 | 214 | 99 | 115 |
Losing Trades | 209 | 113 | 96 | 209 | 113 | 96 |
Profitability (%) | 50.591 | 46.6981 | 54.5024 | 50.591 | 46.6981 | 54.5024 |
Ratio Avg Win / Avg Loss | 1.1509 | 1.6694 | 0.7914 | 0.8379 | 0.9296 | 0.7534 |
Largest Winning Trade | 110580 | 110580 | 57567 | 12935 | 12719 | 12935 |
Largest Losing Trade | -73296 | -60132 | -73296 | -24804 | -24804 | -20557 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 6789 | 3401 | 3387 | 6789 | 3401 | 3387 |
Profit Streak | 0 | 0 | 20.9403 | 0 | 0 | 20.9403 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14361 | 335795 | -578815 | -578212 | -581230 | -578815 |
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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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