Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224836.9104 | 282666.0269 | -57829.1165 | -94695.0966 | 117525.7914 | -212220.888 |
Total P&L (%) | 224.8369 | 282.666 | -57.8291 | -94.6951 | 117.5258 | -212.2209 |
Avg Daily Profit (%) | 0.1198 | 0.1507 | -0.0308 | -0.1564 | 0.0414 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253191 | -141234 | -205055 | -292104 | -195677 | -320325 |
Profit Factor | 1.0881 | 1.2293 | 0.9561 | 0.9552 | 1.1199 | 0.8132 |
Total Trades | 613 | 306 | 307 | 613 | 306 | 307 |
Winning Trades | 303 | 150 | 153 | 303 | 150 | 153 |
Losing Trades | 310 | 156 | 154 | 310 | 156 | 154 |
Profitability (%) | 49.429 | 49.0196 | 49.8371 | 49.429 | 49.0196 | 49.8371 |
Ratio Avg Win / Avg Loss | 1.1133 | 1.2785 | 0.9624 | 0.9773 | 1.1647 | 0.8185 |
Largest Winning Trade | 74428 | 74428 | 43938 | 81913 | 60579 | 81913 |
Largest Losing Trade | -62189 | -38243 | -62189 | -111745 | -102622 | -111745 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 7461 | 3766 | 3695 | 7461 | 3766 | 3695 |
Profit Streak | 0 | 10.5002 | 0 | 0 | 10.5002 | 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 | -153351 | 303996 | -579513 | -577519 | -224622 | -579513 |
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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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