Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253263.7559 | 313387.8365 | -60124.0806 | -106012.6547 | -17201.0817 | -88811.5729 |
Total P&L (%) | 253.2638 | 313.3878 | -60.1241 | -106.0127 | -17.2011 | -88.8116 |
Avg Daily Profit (%) | 0.1312 | 0.1623 | -0.0311 | 0 | -0.0098 | -0.1134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -324315 | -114317 | -285581 | -153014 | -47209 | -124405 |
Profit Factor | 1.1362 | 1.3858 | 0.9425 | 0.5863 | 0.7913 | 0.4891 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 203 | 92 | 111 | 185 | 99 | 86 |
Losing Trades | 185 | 102 | 83 | 203 | 95 | 108 |
Profitability (%) | 52.3196 | 47.4227 | 57.2165 | 47.6804 | 51.0309 | 44.3299 |
Ratio Avg Win / Avg Loss | 1.0355 | 1.5364 | 0.7048 | 0.6434 | 0.7594 | 0.6142 |
Largest Winning Trade | 164651 | 164651 | 41065 | 14969 | 14969 | 13871 |
Largest Losing Trade | -111079 | -31953 | -111079 | -68510 | -15968 | -68510 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3680 | 1828 | 1853 | 3680 | 1828 | 1853 |
Profit Streak | 11.0208 | 0 | 25.0208 | 0 | 30.0208 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85338 | 315131 | -578079 | -579374 | -578903 | -582245 |
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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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