Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350666.3243 | 427414.7584 | -76748.4342 | -97409.0151 | -16358.2641 | -81050.7509 |
Total P&L (%) | 350.6663 | 427.4148 | -76.7484 | -97.409 | -16.3583 | -81.0508 |
Avg Daily Profit (%) | 0.2375 | 0.2894 | -0.052 | -0.2471 | -0.0121 | -0.1126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -294707 | -211148 | -190497 | -530869 | -556182 | -263759 |
Profit Factor | 1.2007 | 1.4674 | 0.9078 | 0.951 | 0.9841 | 0.9156 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 189 | 80 | 109 | 189 | 80 | 109 |
Losing Trades | 229 | 129 | 100 | 229 | 129 | 100 |
Profitability (%) | 45.2153 | 38.2775 | 52.1531 | 45.2153 | 38.2775 | 52.1531 |
Ratio Avg Win / Avg Loss | 1.4548 | 2.3661 | 0.8329 | 1.1522 | 1.5868 | 0.84 |
Largest Winning Trade | 579563 | 579563 | 37593 | 454855 | 454855 | 106270 |
Largest Losing Trade | -63650 | -31135 | -63650 | -118342 | -73830 | -118342 |
Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Winners | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 17562 | 8575 | 8987 | 17562 | 8575 | 8987 |
Profit Streak | 5.901 | 0 | 8.7343 | 5.901 | 0 | 8.7343 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303903 | 236986 | -579290 | -578088 | -582020 | -579290 |
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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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