Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338702.296 | 431934.2316 | -93231.9356 | -97805.9384 | 1265693.0086 | -1363498.947 |
Total P&L (%) | 338.7023 | 431.9342 | -93.2319 | -97.8059 | 1265.693 | -1363.4989 |
Avg Daily Profit (%) | 0.1458 | 0.1859 | -0.0401 | -0.1643 | 0.1126 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -428788 | -274044 | -348521 | -1921556 | -1068209 | -2300376 |
Profit Factor | 1.1671 | 1.4796 | 0.9172 | 0.9858 | 1.4506 | 0.6673 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 147 | 70 | 77 | 147 | 70 | 77 |
Losing Trades | 151 | 79 | 72 | 151 | 79 | 72 |
Profitability (%) | 49.3289 | 46.9799 | 51.6779 | 49.3289 | 46.9799 | 51.6779 |
Ratio Avg Win / Avg Loss | 1.1989 | 1.6698 | 0.8576 | 1.0127 | 1.6371 | 0.624 |
Largest Winning Trade | 175013 | 175013 | 60867 | 1224032 | 1224032 | 238755 |
Largest Losing Trade | -78466 | -39203 | -78466 | -958557 | -315873 | -958557 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 6966 | 3491 | 3475 | 6966 | 3491 | 3475 |
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 | -33520 | 314513 | -580442 | -577536 | -41217 | -580442 |
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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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