Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407872.8801 | 452366.1634 | -44493.2833 | -93403.6442 | 46184.2609 | -139587.9051 |
Total P&L (%) | 407.8729 | 452.3662 | -44.4933 | -93.4036 | 46.1843 | -139.5879 |
Avg Daily Profit (%) | 0.1766 | 0.1959 | -0.0193 | -0.1177 | 0.0164 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213023 | -121867 | -430351 | -167570 | -78464 | -226163 |
Profit Factor | 1.1753 | 1.4531 | 0.9665 | 0.864 | 1.1684 | 0.6618 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 231 | 111 | 120 | 231 | 111 | 120 |
Losing Trades | 249 | 129 | 120 | 249 | 129 | 120 |
Profitability (%) | 48.125 | 46.25 | 50 | 48.125 | 46.25 | 50 |
Ratio Avg Win / Avg Loss | 1.2669 | 1.6887 | 0.9665 | 0.9314 | 1.3579 | 0.6618 |
Largest Winning Trade | 76097 | 76097 | 47785 | 37081 | 23266 | 37081 |
Largest Losing Trade | -86494 | -39586 | -86494 | -37612 | -37612 | -36745 |
Avg Bars in Trades | 14 | 12 | 15 | 14 | 12 | 15 |
Avg Bars in Winners | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 6799 | 3077 | 3722 | 6799 | 3077 | 3722 |
Profit Streak | 6.6145 | 0 | 8.2812 | 6.6145 | 0 | 8.2812 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17534 | 332508 | -579127 | -578032 | -208280 | -579127 |
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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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