Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318249.7392 | 352487.7707 | -34238.0316 | -108700.9439 | 77725.7411 | -186426.685 |
Total P&L (%) | 318.2497 | 352.4878 | -34.238 | -108.7009 | 77.7257 | -186.4267 |
Avg Daily Profit (%) | 0.17 | 0.1883 | -0.0183 | 0 | 0.0307 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -353024 | -177345 | -288441 | -288859 | -78381 | -254962 |
Profit Factor | 1.1245 | 1.2902 | 0.9745 | 0.8148 | 1.3865 | 0.5169 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 298 | 144 | 154 | 306 | 157 | 149 |
Losing Trades | 306 | 158 | 148 | 298 | 145 | 153 |
Profitability (%) | 49.3377 | 47.6821 | 50.9934 | 50.6623 | 51.9868 | 49.3377 |
Ratio Avg Win / Avg Loss | 1.1547 | 1.4157 | 0.9365 | 0.7935 | 1.2805 | 0.5308 |
Largest Winning Trade | 122222 | 122222 | 35106 | 57299 | 57299 | 32226 |
Largest Losing Trade | -112760 | -59671 | -112760 | -140085 | -40552 | -140085 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 11 | 13 | 12 | 12 | 11 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 11 | 13 |
Bars Traded | 7439 | 3657 | 3782 | 7439 | 3657 | 3782 |
Profit Streak | 10.617 | 11.367 | 10.617 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71977 | 308881 | -578698 | -577258 | -149663 | -579733 |
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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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