Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222637.6683 | 478801.053 | -256163.3847 | -99650.1455 | 5507.7466 | -105157.892 |
Total P&L (%) | 222.6377 | 478.8011 | -256.1634 | -99.6501 | 5.5077 | -105.1579 |
Avg Daily Profit (%) | 0.0962 | 0.2068 | -0.1107 | -0.244 | 0.0023 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -366186 | -213689 | -365490 | -116138 | -72592 | -115135 |
Profit Factor | 1.1023 | 1.397 | 0.7362 | 0.7813 | 1.0215 | 0.4741 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 156 | 86 | 70 | 156 | 86 | 70 |
Losing Trades | 206 | 95 | 111 | 206 | 95 | 111 |
Profitability (%) | 43.0939 | 47.5138 | 38.674 | 43.0939 | 47.5138 | 38.674 |
Ratio Avg Win / Avg Loss | 1.4555 | 1.5432 | 1.1674 | 1.0317 | 1.1284 | 0.7518 |
Largest Winning Trade | 314190 | 314190 | 43614 | 88222 | 88222 | 15320 |
Largest Losing Trade | -61466 | -61466 | -38897 | -64571 | -64571 | -20172 |
Avg Bars in Trades | 18 | 25 | 12 | 18 | 25 | 12 |
Avg Bars in Winners | 20 | 24 | 16 | 20 | 24 | 16 |
Avg Bars in Losers | 17 | 26 | 9 | 17 | 26 | 9 |
Bars Traded | 6820 | 4636 | 2184 | 6820 | 4636 | 2184 |
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 | -173135 | 330127 | -582845 | -579626 | -552626 | -584512 |
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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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