Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362075.4242 | 425156.5361 | -63081.1119 | -87583.1134 | -85591.2756 | -1991.8378 |
Total P&L (%) | 362.0754 | 425.1565 | -63.0811 | -87.5831 | -85.5913 | -1.9918 |
Avg Daily Profit (%) | 0.1493 | 0.1754 | -0.026 | -0.086 | -0.0799 | -0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -311848 | -170721 | -272428 | -114487 | -105287 | -57394 |
Profit Factor | 1.1846 | 1.4251 | 0.9344 | 0.8434 | 0.7331 | 0.9917 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 188 | 87 | 101 | 188 | 87 | 101 |
Losing Trades | 203 | 108 | 95 | 203 | 108 | 95 |
Profitability (%) | 48.0818 | 44.6154 | 51.5306 | 48.0818 | 44.6154 | 51.5306 |
Ratio Avg Win / Avg Loss | 1.2792 | 1.7691 | 0.8788 | 0.9107 | 0.91 | 0.9327 |
Largest Winning Trade | 274469 | 274469 | 35887 | 16163 | 16163 | 15611 |
Largest Losing Trade | -54179 | -50989 | -54179 | -37269 | -29719 | -37269 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 4717 | 2345 | 2372 | 4717 | 2345 | 2372 |
Profit Streak | 0 | 20.3391 | 0 | 0 | 20.3391 | 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 | -9529 | 308650 | -579831 | -579202 | -581574 | -579831 |
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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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