Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273756.4067 | 251374.0223 | 22382.3844 | 24347.2748 | 357292.54 | -332945.2652 |
Total P&L (%) | 273.7564 | 251.374 | 22.3824 | 24.3473 | 357.2925 | -332.9453 |
Avg Daily Profit (%) | 0.2205 | 0.2025 | 0.018 | 0.0176 | 0.1225 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214970 | -108716 | -144695 | -786198 | -333317 | -533781 |
Profit Factor | 1.184 | 1.4057 | 1.0258 | 1.0063 | 1.2246 | 0.853 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Losing Trades | 199 | 97 | 102 | 199 | 97 | 102 |
Profitability (%) | 47.9058 | 49.2147 | 46.5969 | 47.9058 | 49.2147 | 46.5969 |
Ratio Avg Win / Avg Loss | 1.2875 | 1.4505 | 1.1756 | 1.0943 | 1.2637 | 0.9776 |
Largest Winning Trade | 46559 | 43486 | 46559 | 121330 | 120599 | 121330 |
Largest Losing Trade | -52921 | -22015 | -52921 | -148071 | -95977 | -148071 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 4924 | 2371 | 2553 | 4924 | 2371 | 2553 |
Profit Streak | 0 | 0 | 20.5475 | 0 | 0 | 20.5475 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8905 | 316403 | -365781 | -385508 | -29373 | -580320 |
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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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