Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332557.3828 | 416405.5953 | -83848.2126 | -99265.5107 | -41181.3356 | -58084.1751 |
Total P&L (%) | 332.5574 | 416.4056 | -83.8482 | -99.2655 | -41.1813 | -58.0842 |
Avg Daily Profit (%) | 0.144 | 0.1803 | -0.0363 | -0.2125 | -0.023 | -0.0376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216082 | -141809 | -273678 | -146710 | -97175 | -143551 |
Profit Factor | 1.1483 | 1.3758 | 0.9261 | 0.8217 | 0.8594 | 0.78 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 192 | 93 | 99 | 192 | 93 | 99 |
Losing Trades | 181 | 93 | 88 | 181 | 93 | 88 |
Profitability (%) | 51.4745 | 50 | 52.9412 | 51.4745 | 50 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.0825 | 1.3758 | 0.8232 | 0.7746 | 0.8594 | 0.6933 |
Largest Winning Trade | 155462 | 155462 | 45512 | 26524 | 24160 | 26524 |
Largest Losing Trade | -95558 | -54870 | -95558 | -80845 | -80845 | -74685 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 6908 | 3452 | 3456 | 6908 | 3452 | 3456 |
Profit Streak | 10.2523 | 0 | 16.5856 | 10.2523 | 0 | 16.5856 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55192 | 313032 | -579121 | -577701 | -580081 | -579121 |
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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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