Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256301.6274 | 404915.622 | -148613.9946 | -96017.3723 | 25831.0538 | -121848.4261 |
Total P&L (%) | 256.3016 | 404.9156 | -148.614 | -96.0174 | 25.8311 | -121.8484 |
Avg Daily Profit (%) | 0.1323 | 0.2091 | -0.0767 | -0.1663 | 0.0119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263549 | -223737 | -241383 | -115197 | -61811 | -100756 |
Profit Factor | 1.1433 | 1.4533 | 0.8339 | 0.8044 | 1.1229 | 0.566 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 194 | 94 | 100 | 194 | 94 | 100 |
Losing Trades | 183 | 95 | 88 | 183 | 95 | 88 |
Profitability (%) | 51.4589 | 49.7355 | 53.1915 | 51.4589 | 49.7355 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.0785 | 1.4687 | 0.7339 | 0.7588 | 1.1348 | 0.4981 |
Largest Winning Trade | 390104 | 390104 | 37164 | 31444 | 31444 | 13767 |
Largest Losing Trade | -55406 | -36011 | -55406 | -40376 | -24274 | -40376 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5747 | 2793 | 2954 | 5747 | 2793 | 2954 |
Profit Streak | 0 | 0 | 29.9103 | 0 | 0 | 29.9103 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76782 | 335811 | -578654 | -578340 | -265192 | -578654 |
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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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