Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304190.6943 | 355432.2609 | -51241.5665 | -80289.3688 | 141295.4275 | -221584.7963 |
Total P&L (%) | 304.1907 | 355.4323 | -51.2416 | -80.2894 | 141.2954 | -221.5848 |
Avg Daily Profit (%) | 0.188 | 0.2197 | -0.0317 | -0.1003 | 0.0545 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211842 | -142178 | -186836 | -432460 | -271099 | -382355 |
Profit Factor | 1.179 | 1.4044 | 0.9375 | 0.959 | 1.1431 | 0.7716 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Losing Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Profitability (%) | 46.5394 | 46.4115 | 46.6667 | 46.5394 | 46.4115 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.3543 | 1.6216 | 1.0715 | 1.1016 | 1.3198 | 0.8819 |
Largest Winning Trade | 238479 | 238479 | 36043 | 221843 | 221843 | 63210 |
Largest Losing Trade | -49102 | -49102 | -31147 | -122901 | -111454 | -122901 |
Avg Bars in Trades | 45 | 56 | 35 | 45 | 56 | 35 |
Avg Bars in Winners | 50 | 60 | 41 | 50 | 60 | 41 |
Avg Bars in Losers | 41 | 52 | 30 | 41 | 52 | 30 |
Bars Traded | 19201 | 11713 | 7488 | 19201 | 11713 | 7488 |
Profit Streak | 484.8242 | 0 | 486.0742 | 484.8242 | 0 | 486.0742 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14670 | 315544 | -579279 | -577682 | -184225 | -580946 |
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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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