Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465289.6678 | 480744.8378 | -15455.17 | -62298.8074 | 69859.8685 | -132158.6759 |
Total P&L (%) | 465.2897 | 480.7448 | -15.4552 | -62.2988 | 69.8599 | -132.1587 |
Avg Daily Profit (%) | 0.2919 | 0.3015 | -0.0097 | -0.0612 | 0.0332 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160501 | -150379 | -87388 | -192879 | -141595 | -150723 |
Profit Factor | 1.3417 | 1.6457 | 0.975 | 0.9401 | 1.1284 | 0.7334 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 144 | 64 | 80 | 144 | 64 | 80 |
Losing Trades | 203 | 109 | 94 | 203 | 109 | 94 |
Profitability (%) | 41.4986 | 36.9942 | 45.977 | 41.4986 | 36.9942 | 45.977 |
Ratio Avg Win / Avg Loss | 1.8915 | 2.8029 | 1.1456 | 1.3253 | 1.9217 | 0.8617 |
Largest Winning Trade | 402604 | 402604 | 44414 | 169020 | 169020 | 38504 |
Largest Losing Trade | -41103 | -28387 | -41103 | -50046 | -43770 | -50046 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 24 | 28 | 22 | 24 | 28 | 22 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 6228 | 3274 | 2955 | 6228 | 3274 | 2955 |
Profit Streak | 0 | 31.8382 | 0 | 0 | 31.8382 | 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 | 311117 | 277795 | -580042 | -580325 | -230609 | -581708 |
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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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