Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612332.6859 | 695241.2797 | -82908.5938 | -92092.2283 | 39969.8381 | -132062.0664 |
Total P&L (%) | 612.3327 | 695.2413 | -82.9086 | -92.0922 | 39.9698 | -132.0621 |
Avg Daily Profit (%) | 0.2646 | 0.3005 | -0.0358 | -0.1096 | 0.0145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223154 | -211670 | -150231 | -503818 | -380911 | -283625 |
Profit Factor | 1.3273 | 1.6101 | 0.8866 | 0.9538 | 1.0312 | 0.8145 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 166 | 76 | 90 | 166 | 76 | 90 |
Losing Trades | 197 | 106 | 91 | 197 | 106 | 91 |
Profitability (%) | 45.73 | 41.7582 | 49.7238 | 45.73 | 41.7582 | 49.7238 |
Ratio Avg Win / Avg Loss | 1.5752 | 2.2456 | 0.8965 | 1.1319 | 1.4382 | 0.8236 |
Largest Winning Trade | 538918 | 538918 | 44024 | 345834 | 345834 | 42808 |
Largest Losing Trade | -48501 | -48501 | -33716 | -152527 | -152527 | -116207 |
Avg Bars in Trades | 18 | 24 | 13 | 18 | 24 | 13 |
Avg Bars in Winners | 20 | 28 | 13 | 20 | 28 | 13 |
Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
Bars Traded | 6866 | 4403 | 2463 | 6866 | 4403 | 2463 |
Profit Streak | 0 | 0 | 20.3711 | 0 | 0 | 20.3711 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376804 | 338912 | -579661 | -578596 | -364410 | -579661 |
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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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