Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323633.6094 | 353827.7575 | -30194.1481 | -88873.6975 | 63713.5814 | -152587.2789 |
Total P&L (%) | 323.6336 | 353.8278 | -30.1941 | -88.8737 | 63.7136 | -152.5873 |
Avg Daily Profit (%) | 0.1738 | 0.19 | -0.0162 | -0.1178 | 0.0265 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120210 | -82869 | -143722 | -182259 | -49063 | -179244 |
Profit Factor | 1.162 | 1.4173 | 0.9737 | 0.8778 | 1.2304 | 0.6616 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Losing Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Profitability (%) | 49.7449 | 49.4898 | 50 | 49.7449 | 49.4898 | 50 |
Ratio Avg Win / Avg Loss | 1.1739 | 1.4465 | 0.9737 | 0.8868 | 1.2557 | 0.6616 |
Largest Winning Trade | 109329 | 109329 | 53276 | 47731 | 47731 | 23527 |
Largest Losing Trade | -82550 | -35924 | -82550 | -128898 | -31535 | -128898 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 5418 | 2376 | 3042 | 5418 | 2376 | 3042 |
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 | -32678 | 319895 | -580029 | -578550 | -157719 | -580029 |
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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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