Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313543.6267 | 358531.5575 | -44987.9308 | -99182.5027 | 84293.3911 | -183475.8938 |
Total P&L (%) | 313.5436 | 358.5316 | -44.9879 | -99.1825 | 84.2934 | -183.4759 |
Avg Daily Profit (%) | 0.1333 | 0.1525 | -0.0191 | -0.2042 | 0.026 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237955 | -117027 | -334028 | -221372 | -105902 | -240688 |
Profit Factor | 1.1689 | 1.4821 | 0.9596 | 0.8781 | 1.2704 | 0.6343 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 192 | 97 | 95 | 192 | 97 | 95 |
Losing Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Profitability (%) | 53.0387 | 53.5912 | 52.4862 | 53.0387 | 53.5912 | 52.4862 |
Ratio Avg Win / Avg Loss | 1.035 | 1.2834 | 0.8687 | 0.7775 | 1.1001 | 0.5742 |
Largest Winning Trade | 95461 | 95461 | 58941 | 61981 | 61981 | 48709 |
Largest Losing Trade | -99065 | -27455 | -99065 | -72644 | -34200 | -72644 |
Avg Bars in Trades | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Winners | 27 | 19 | 35 | 27 | 19 | 35 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 9209 | 3859 | 5349 | 9209 | 3859 | 5349 |
Profit Streak | 3.9603 | 3.9603 | 13.2103 | 3.9603 | 3.9603 | 13.2103 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46975 | 334450 | -579179 | -578010 | -157355 | -579179 |
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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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