Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299382.7115 | 331454.9404 | -32072.2288 | -98182.6436 | 146973.2057 | -245155.8493 |
Total P&L (%) | 299.3827 | 331.4549 | -32.0722 | -98.1826 | 146.9732 | -245.1558 |
Avg Daily Profit (%) | 0.2033 | 0.2251 | -0.0218 | -0.2718 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -317859 | -172980 | -209323 | -318953 | -236243 | -357982 |
Profit Factor | 1.1698 | 1.37 | 0.963 | 0.9441 | 1.1833 | 0.7433 |
Total Trades | 401 | 200 | 201 | 401 | 200 | 201 |
Winning Trades | 219 | 99 | 120 | 219 | 99 | 120 |
Losing Trades | 182 | 101 | 81 | 182 | 101 | 81 |
Profitability (%) | 54.6135 | 49.5 | 59.7015 | 54.6135 | 49.5 | 59.7015 |
Ratio Avg Win / Avg Loss | 0.9721 | 1.3976 | 0.65 | 0.7846 | 1.2072 | 0.5017 |
Largest Winning Trade | 356486 | 356486 | 36466 | 209824 | 209824 | 72598 |
Largest Losing Trade | -89966 | -30450 | -89966 | -236479 | -83392 | -236479 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 5831 | 2923 | 2908 | 5831 | 2923 | 2908 |
Profit Streak | 16.5638 | 25.0638 | 16.5638 | 16.5638 | 25.0638 | 16.5638 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23755 | 358062 | -578172 | -576737 | -128253 | -578172 |
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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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