Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381100.2094 | 381901.7661 | -801.5567 | 6241.8289 | 310412.2207 | -304170.3918 |
Total P&L (%) | 381.1002 | 381.9018 | -0.8016 | 6.2418 | 310.4122 | -304.1704 |
Avg Daily Profit (%) | 0.1524 | 0.1527 | -0.0003 | 0.0024 | 0.0565 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217686 | -120267 | -305416 | -589381 | -111332 | -641202 |
Profit Factor | 1.2134 | 1.5 | 0.9992 | 1.003 | 1.362 | 0.7565 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 174 | 91 | 83 | 174 | 91 | 83 |
Losing Trades | 230 | 111 | 119 | 230 | 111 | 119 |
Profitability (%) | 43.0693 | 45.0495 | 41.0891 | 43.0693 | 45.0495 | 41.0891 |
Ratio Avg Win / Avg Loss | 1.6039 | 1.8297 | 1.4326 | 1.3258 | 1.6613 | 1.0846 |
Largest Winning Trade | 91831 | 91831 | 46496 | 186482 | 73871 | 186482 |
Largest Losing Trade | -50757 | -37287 | -50757 | -92629 | -65697 | -92629 |
Avg Bars in Trades | 12 | 10 | 13 | 12 | 10 | 13 |
Avg Bars in Winners | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4945 | 2196 | 2749 | 4945 | 2196 | 2749 |
Profit Streak | 15.855 | 15.855 | 45.355 | 15.855 | 15.855 | 45.355 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311189 | 326432 | -580377 | -571859 | -116501 | -580377 |
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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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