Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264332.3815 | 283535.7399 | -19203.3584 | -68688.2139 | 15592.6578 | -84280.8717 |
Total P&L (%) | 264.3324 | 283.5357 | -19.2034 | -68.6882 | 15.5927 | -84.2809 |
Avg Daily Profit (%) | 0.1404 | 0.1506 | -0.0102 | -0.0616 | 0.0077 | -0.0982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212229 | -133926 | -112361 | -307072 | -259389 | -179076 |
Profit Factor | 1.1782 | 1.3179 | 0.9675 | 0.9666 | 1.0123 | 0.893 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 204 | 99 | 105 | 204 | 99 | 105 |
Losing Trades | 190 | 98 | 92 | 190 | 98 | 92 |
Profitability (%) | 51.7767 | 50.2538 | 53.2995 | 51.7767 | 50.2538 | 53.2995 |
Ratio Avg Win / Avg Loss | 1.0974 | 1.3046 | 0.8477 | 0.9003 | 1.0021 | 0.7824 |
Largest Winning Trade | 228291 | 228291 | 17313 | 223565 | 223565 | 33286 |
Largest Losing Trade | -37792 | -37792 | -28662 | -67022 | -67022 | -44929 |
Avg Bars in Trades | 9 | 13 | 4 | 9 | 13 | 4 |
Avg Bars in Winners | 7 | 11 | 4 | 7 | 11 | 4 |
Avg Bars in Losers | 10 | 16 | 4 | 10 | 16 | 4 |
Bars Traded | 3594 | 2707 | 887 | 3594 | 2707 | 887 |
Profit Streak | 0 | 47.1108 | 0 | 0 | 47.1108 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27534 | 352037 | -579596 | -578210 | -396991 | -579596 |
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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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