Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258729.0076 | 322370.3194 | -63641.3118 | -91287.8065 | 386164.0974 | -477451.9039 |
Total P&L (%) | 258.729 | 322.3703 | -63.6413 | -91.2878 | 386.1641 | -477.4519 |
Avg Daily Profit (%) | 0.1357 | 0.1691 | -0.0334 | -0.128 | 0.083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200687 | -75525 | -238969 | -572881 | -34859 | -608127 |
Profit Factor | 1.1463 | 1.3864 | 0.9318 | 0.9206 | 2.364 | 0.4495 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Losing Trades | 181 | 93 | 88 | 181 | 93 | 88 |
Profitability (%) | 48.8701 | 47.4576 | 50.2825 | 48.8701 | 47.4576 | 50.2825 |
Ratio Avg Win / Avg Loss | 1.1994 | 1.535 | 0.9214 | 0.9632 | 2.6173 | 0.4444 |
Largest Winning Trade | 105410 | 105410 | 31205 | 134663 | 134663 | 61511 |
Largest Losing Trade | -88633 | -41104 | -88633 | -514404 | -33518 | -514404 |
Avg Bars in Trades | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Winners | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Losers | 64 | 64 | 64 | 64 | 64 | 64 |
Bars Traded | 22730 | 11362 | 11368 | 22730 | 11362 | 11368 |
Profit Streak | 9.8736 | 0 | 15.2069 | 9.8736 | 0 | 15.2069 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69287 | 304678 | -579785 | -578702 | -78250 | -579785 |
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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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