Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350286.6408 | 389991.7612 | -39705.1204 | -21717.0637 | 406169.2578 | -427886.3214 |
Total P&L (%) | 350.2866 | 389.9918 | -39.7051 | -21.7171 | 406.1693 | -427.8863 |
Avg Daily Profit (%) | 0.1401 | 0.1559 | -0.0159 | -0.0098 | 0.0649 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206554 | -113747 | -114204 | -959670 | -608546 | -502360 |
Profit Factor | 1.2513 | 1.5411 | 0.941 | 0.9961 | 1.1386 | 0.8359 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 157 | 87 | 70 | 157 | 87 | 70 |
Losing Trades | 205 | 94 | 111 | 205 | 94 | 111 |
Profitability (%) | 43.3702 | 48.0663 | 38.674 | 43.3702 | 48.0663 | 38.674 |
Ratio Avg Win / Avg Loss | 1.6338 | 1.6651 | 1.4922 | 1.3006 | 1.2302 | 1.3255 |
Largest Winning Trade | 129792 | 129792 | 65511 | 446503 | 446503 | 231513 |
Largest Losing Trade | -35607 | -35607 | -30364 | -233347 | -233347 | -200243 |
Avg Bars in Trades | 40 | 32 | 48 | 40 | 32 | 48 |
Avg Bars in Winners | 60 | 37 | 89 | 60 | 37 | 89 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 14653 | 5909 | 8745 | 14653 | 5909 | 8745 |
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 | -5837 | 343925 | -583123 | -579797 | -174781 | -583123 |
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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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