Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510484.0011 | 512759.2617 | -2275.2606 | -70466.2891 | 160697.0252 | -231163.3143 |
Total P&L (%) | 510.484 | 512.7593 | -2.2753 | -70.4663 | 160.697 | -231.1633 |
Avg Daily Profit (%) | 0.2197 | 0.2206 | -0.001 | -0.0525 | 0.0412 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239521 | -137632 | -343098 | -191471 | -77765 | -358301 |
Profit Factor | 1.2499 | 1.5645 | 0.998 | 0.9375 | 1.356 | 0.6579 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 154 | 72 | 82 | 154 | 72 | 82 |
Losing Trades | 207 | 109 | 98 | 207 | 109 | 98 |
Profitability (%) | 42.6593 | 39.779 | 45.5556 | 42.6593 | 39.779 | 45.5556 |
Ratio Avg Win / Avg Loss | 1.68 | 2.3685 | 1.1927 | 1.2601 | 2.0528 | 0.7862 |
Largest Winning Trade | 129906 | 129906 | 56619 | 111369 | 111369 | 48524 |
Largest Losing Trade | -73243 | -32275 | -73243 | -145102 | -27324 | -145102 |
Avg Bars in Trades | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Winners | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4584 | 1974 | 2610 | 4584 | 1974 | 2610 |
Profit Streak | 0 | 0 | 22.4193 | 0 | 0 | 22.4193 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302567 | 277950 | -579626 | -579800 | -139588 | -581293 |
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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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