Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323334.067 | 369418.9829 | -46084.9159 | -51573.7902 | -44839.7511 | -6734.0391 |
Total P&L (%) | 323.3341 | 369.419 | -46.0849 | -51.5738 | -44.8398 | -6.734 |
Avg Daily Profit (%) | 0.1684 | 0.1924 | -0.024 | -0.0378 | -0.031 | -0.0036 |
Buy And Hold Return (%) | 38.4853 | 38.4853 | 38.4853 | 38.4853 | 38.4853 | 38.4853 |
Max Trade Drawdown | -300330 | -238816 | -93610 | -1380946 | -1350732 | -182891 |
Profit Factor | 1.2 | 1.2845 | 0.8553 | 0.9893 | 0.9892 | 0.9897 |
Total Trades | 534 | 267 | 267 | 534 | 267 | 267 |
Winning Trades | 300 | 164 | 136 | 300 | 164 | 136 |
Losing Trades | 234 | 103 | 131 | 234 | 103 | 131 |
Profitability (%) | 56.1798 | 61.4232 | 50.9363 | 56.1798 | 61.4232 | 50.9363 |
Ratio Avg Win / Avg Loss | 0.936 | 0.8067 | 0.8239 | 0.7717 | 0.6213 | 0.9533 |
Largest Winning Trade | 118924 | 118924 | 20461 | 275130 | 275130 | 65888 |
Largest Losing Trade | -54033 | -54033 | -23133 | -539939 | -539939 | -108648 |
Avg Bars in Trades | 21 | 41 | 1 | 21 | 41 | 1 |
Avg Bars in Winners | 13 | 23 | 1 | 13 | 23 | 1 |
Avg Bars in Losers | 31 | 69 | 1 | 31 | 69 | 1 |
Bars Traded | 11469 | 11085 | 384 | 11469 | 11085 | 384 |
Profit Streak | 0 | 9.464 | 0 | 0 | 9.464 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324223 | 319190 | -579537 | -576908 | -577790 | -579537 |
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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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