Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325585.1465 | 390532.2835 | -64947.137 | -66378.5889 | 19424.814 | -85803.4029 |
Total P&L (%) | 325.5851 | 390.5323 | -64.9471 | -66.3786 | 19.4248 | -85.8034 |
Avg Daily Profit (%) | 0.1302 | 0.1562 | -0.026 | -0.0436 | 0.0071 | -0.078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217716 | -164984 | -121455 | -787967 | -551176 | -317061 |
Profit Factor | 1.285 | 1.6828 | 0.8861 | 0.9678 | 1.0187 | 0.9158 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 157 | 81 | 76 | 157 | 81 | 76 |
Profitability (%) | 45.1049 | 43.3566 | 46.8531 | 45.1049 | 43.3566 | 46.8531 |
Ratio Avg Win / Avg Loss | 1.5639 | 2.1985 | 1.0052 | 1.1778 | 1.3308 | 1.0388 |
Largest Winning Trade | 373496 | 373496 | 40771 | 333656 | 333656 | 109261 |
Largest Losing Trade | -45225 | -32937 | -45225 | -269771 | -138989 | -269771 |
Avg Bars in Trades | 34 | 42 | 25 | 34 | 42 | 25 |
Avg Bars in Winners | 45 | 61 | 30 | 45 | 61 | 30 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 9771 | 6083 | 3688 | 9771 | 6083 | 3688 |
Profit Streak | 0 | 4.9957 | 0 | 0 | 4.9957 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18482 | 302021 | -580232 | -579519 | -392658 | -580232 |
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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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