Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287534.6402 | 314927.3701 | -27392.7299 | -52157.6702 | 124250.9782 | -176408.6484 |
Total P&L (%) | 287.5346 | 314.9274 | -27.3927 | -52.1577 | 124.251 | -176.4086 |
Avg Daily Profit (%) | 0.1546 | 0.1693 | -0.0147 | -0.0396 | 0.0434 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121131 | -80945 | -140942 | -341730 | -149516 | -341009 |
Profit Factor | 1.2168 | 1.5042 | 0.9609 | 0.9695 | 1.1619 | 0.8128 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Losing Trades | 156 | 76 | 80 | 156 | 76 | 80 |
Profitability (%) | 48.1728 | 49.6689 | 46.6667 | 48.1728 | 49.6689 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.3092 | 1.5243 | 1.0982 | 1.043 | 1.1774 | 0.9289 |
Largest Winning Trade | 116971 | 116971 | 67266 | 145977 | 133431 | 145977 |
Largest Losing Trade | -54429 | -36502 | -54429 | -165769 | -83894 | -165769 |
Avg Bars in Trades | 35 | 31 | 40 | 35 | 31 | 40 |
Avg Bars in Winners | 50 | 40 | 60 | 50 | 40 | 60 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 10807 | 4691 | 6116 | 10807 | 4691 | 6116 |
Profit Streak | 0 | 0 | 16.0821 | 0 | 0 | 16.0821 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276201 | 356720 | -579599 | -578247 | -177254 | -581266 |
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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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