Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312195.7517 | 323574.1195 | -11378.3677 | -72691.8838 | -161307.0776 | 88615.1938 |
Total P&L (%) | 312.1958 | 323.5741 | -11.3784 | -72.6919 | -161.3071 | 88.6152 |
Avg Daily Profit (%) | 0.1957 | 0.2028 | -0.0071 | -0.0813 | 0 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207864 | -156253 | -116148 | -936595 | -954769 | -277988 |
Profit Factor | 1.2508 | 1.3598 | 0.967 | 0.9764 | 0.9315 | 1.1227 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 149 | 67 | 82 | 149 | 67 | 82 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 53.0249 | 47.8571 | 58.156 | 53.0249 | 47.8571 | 58.156 |
Ratio Avg Win / Avg Loss | 1.1081 | 1.4815 | 0.6958 | 0.865 | 1.0149 | 0.8078 |
Largest Winning Trade | 307302 | 307302 | 24639 | 342379 | 342379 | 94930 |
Largest Losing Trade | -39832 | -39832 | -26379 | -188391 | -188391 | -102099 |
Avg Bars in Trades | 16 | 29 | 4 | 16 | 29 | 4 |
Avg Bars in Winners | 12 | 23 | 2 | 12 | 23 | 2 |
Avg Bars in Losers | 22 | 35 | 5 | 22 | 35 | 5 |
Bars Traded | 4712 | 4140 | 572 | 4712 | 4140 | 572 |
Profit Streak | 0 | 21.7609 | 0 | 0 | 21.7609 | 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 | 342262 | 284590 | -579623 | -578638 | -579300 | -225873 |
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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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