Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389054.5782 | 386248.9116 | 2805.6666 | -90194.5298 | -50132.7662 | -40061.7636 |
Total P&L (%) | 389.0546 | 386.2489 | 2.8057 | -90.1945 | -50.1328 | -40.0618 |
Avg Daily Profit (%) | 0.1968 | 0.1954 | 0.0014 | -0.1174 | -0.0352 | -0.0259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -388104 | -136588 | -405766 | -98934 | -57122 | -44932 |
Profit Factor | 1.2402 | 1.5508 | 1.0031 | 0.5354 | 0.4718 | 0.5962 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 186 | 82 | 104 | 186 | 82 | 104 |
Losing Trades | 260 | 141 | 119 | 260 | 141 | 119 |
Profitability (%) | 41.704 | 36.7713 | 46.6368 | 41.704 | 36.7713 | 46.6368 |
Ratio Avg Win / Avg Loss | 1.7336 | 2.6667 | 1.1477 | 0.7484 | 0.8113 | 0.6822 |
Largest Winning Trade | 103213 | 103213 | 45421 | 10370 | 5543 | 10370 |
Largest Losing Trade | -91626 | -30349 | -91626 | -14768 | -11846 | -14768 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 5925 | 2967 | 2958 | 5925 | 2967 | 2958 |
Profit Streak | 484.0149 | 0 | 505.0149 | 484.0149 | 0 | 505.0149 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302041 | 217948 | -573318 | -580810 | -585033 | -580236 |
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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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