Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303607.5555 | 319060.8712 | -15453.3156 | -48679.2235 | 31926.431 | -80605.6545 |
Total P&L (%) | 303.6076 | 319.0609 | -15.4533 | -48.6792 | 31.9264 | -80.6057 |
Avg Daily Profit (%) | 0.1536 | 0.1614 | -0.0078 | -0.0337 | 0.014 | -0.0829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161337 | -144018 | -187697 | -354962 | -278438 | -284152 |
Profit Factor | 1.2328 | 1.4601 | 0.9747 | 0.9705 | 1.0365 | 0.8962 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 146 | 70 | 76 | 146 | 70 | 76 |
Losing Trades | 147 | 77 | 70 | 147 | 77 | 70 |
Profitability (%) | 49.8294 | 47.619 | 52.0548 | 49.8294 | 47.619 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.2413 | 1.6061 | 0.8977 | 0.9772 | 1.1401 | 0.8254 |
Largest Winning Trade | 139701 | 139701 | 68951 | 160414 | 135589 | 160414 |
Largest Losing Trade | -48247 | -40230 | -48247 | -158131 | -158131 | -147991 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 7748 | 3734 | 4014 | 7748 | 3734 | 4014 |
Profit Streak | 0 | 0 | 500.4364 | 0 | 0 | 500.4364 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311099 | 311457 | -579441 | -579034 | -358270 | -579441 |
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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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