Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364579.7779 | 471712.2199 | -107132.4421 | -95582.7546 | -23845.9571 | -71736.7975 |
Total P&L (%) | 364.5798 | 471.7122 | -107.1324 | -95.5828 | -23.846 | -71.7368 |
Avg Daily Profit (%) | 0.1577 | 0.204 | -0.0463 | -0.1348 | -0.0118 | -0.0546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240297 | -150232 | -233321 | -161813 | -104827 | -122274 |
Profit Factor | 1.1856 | 1.4597 | 0.8858 | 0.8786 | 0.9459 | 0.7931 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 183 | 84 | 99 | 183 | 84 | 99 |
Losing Trades | 185 | 100 | 85 | 185 | 100 | 85 |
Profitability (%) | 49.7283 | 45.6522 | 53.8043 | 49.7283 | 45.6522 | 53.8043 |
Ratio Avg Win / Avg Loss | 1.1986 | 1.7378 | 0.7606 | 0.8882 | 1.1261 | 0.6809 |
Largest Winning Trade | 296826 | 296826 | 43122 | 73445 | 73445 | 17124 |
Largest Losing Trade | -60188 | -44211 | -60188 | -47028 | -47028 | -37408 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 6876 | 3622 | 3254 | 6876 | 3622 | 3254 |
Profit Streak | 0 | 0 | 17.8656 | 0 | 0 | 17.8656 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7016 | 317575 | -579033 | -578681 | -580116 | -579033 |
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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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