Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399936.1378 | 480875.0461 | -80938.9083 | -96212.8516 | -75813.8594 | -20398.9923 |
Total P&L (%) | 399.9361 | 480.875 | -80.9389 | -96.2129 | -75.8139 | -20.399 |
Avg Daily Profit (%) | 0.2126 | 0.2557 | -0.043 | -0.1739 | -0.0754 | -0.0121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243619 | -122881 | -268405 | -129610 | -67526 | -97811 |
Profit Factor | 1.2203 | 1.5427 | 0.9129 | 0.6975 | 0.5423 | 0.8661 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 182 | 85 | 97 | 182 | 85 | 97 |
Losing Trades | 216 | 114 | 102 | 216 | 114 | 102 |
Profitability (%) | 45.7286 | 42.7136 | 48.7437 | 45.7286 | 42.7136 | 48.7437 |
Ratio Avg Win / Avg Loss | 1.4482 | 2.069 | 0.96 | 0.8277 | 0.7273 | 0.9108 |
Largest Winning Trade | 308039 | 308039 | 63195 | 43432 | 21718 | 43432 |
Largest Losing Trade | -49542 | -42315 | -49542 | -36437 | -36437 | -25066 |
Avg Bars in Trades | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Winners | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 11160 | 5500 | 5660 | 11160 | 5500 | 5660 |
Profit Streak | 0 | 12.0676 | 0 | 0 | 12.0676 | 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 | 288824 | 335795 | -580502 | -580080 | -582225 | -580502 |
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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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