Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295727.2058 | 314234.4546 | -18507.2489 | -56086.2184 | 282727.7095 | -338813.9279 |
Total P&L (%) | 295.7272 | 314.2345 | -18.5072 | -56.0862 | 282.7277 | -338.8139 |
Avg Daily Profit (%) | 0.1497 | 0.159 | -0.0094 | -0.0416 | 0.0679 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156918 | -94517 | -293863 | -231772 | -102347 | -445079 |
Profit Factor | 1.1827 | 1.4478 | 0.9798 | 0.9744 | 1.3093 | 0.7345 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 198 | 94 | 104 | 198 | 94 | 104 |
Losing Trades | 214 | 112 | 102 | 214 | 112 | 102 |
Profitability (%) | 48.0583 | 45.6311 | 50.4854 | 48.0583 | 45.6311 | 50.4854 |
Ratio Avg Win / Avg Loss | 1.2782 | 1.725 | 0.961 | 1.0531 | 1.56 | 0.7204 |
Largest Winning Trade | 108944 | 108944 | 72775 | 96573 | 96573 | 80090 |
Largest Losing Trade | -47876 | -23390 | -47876 | -72806 | -40765 | -72806 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 11674 | 5164 | 6510 | 11674 | 5164 | 6510 |
Profit Streak | 0 | 0 | 503.3774 | 0 | 0 | 503.3774 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11167 | 304942 | -579608 | -577435 | -101858 | -579608 |
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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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