Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376679.3112 | 418253.7099 | -41574.3987 | -82686.7786 | -62094.8569 | -20591.9217 |
Total P&L (%) | 376.6793 | 418.2537 | -41.5744 | -82.6868 | -62.0949 | -20.5919 |
Avg Daily Profit (%) | 0.1626 | 0.1806 | -0.018 | -0.0757 | -0.0419 | -0.01 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246759 | -168599 | -198493 | -132166 | -101640 | -104563 |
Profit Factor | 1.1956 | 1.4184 | 0.9551 | 0.9225 | 0.8978 | 0.9552 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 186 | 87 | 99 | 186 | 87 | 99 |
Losing Trades | 161 | 87 | 74 | 161 | 87 | 74 |
Profitability (%) | 53.6023 | 50 | 57.2254 | 53.6023 | 50 | 57.2254 |
Ratio Avg Win / Avg Loss | 1.0349 | 1.4184 | 0.7139 | 0.7985 | 0.8978 | 0.714 |
Largest Winning Trade | 105498 | 105498 | 59368 | 36969 | 36969 | 31939 |
Largest Losing Trade | -58155 | -58155 | -47620 | -52728 | -43454 | -52728 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 9137 | 4232 | 4905 | 9137 | 4232 | 4905 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 163312 | 320260 | -579212 | -578218 | -580144 | -579212 |
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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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