Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311619.8812 | 360805.142 | -49185.2607 | -80022.3684 | 175288.3637 | -255310.732 |
Total P&L (%) | 311.6199 | 360.8051 | -49.1853 | -80.0224 | 175.2884 | -255.3107 |
Avg Daily Profit (%) | 0.1576 | 0.1825 | -0.0249 | -0.0814 | 0.0512 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180809 | -200048 | -193962 | -520300 | -258814 | -469634 |
Profit Factor | 1.1708 | 1.3721 | 0.9425 | 0.9611 | 1.1782 | 0.7621 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Losing Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Profitability (%) | 52.7149 | 52.9412 | 52.4887 | 52.7149 | 52.9412 | 52.4887 |
Ratio Avg Win / Avg Loss | 1.0502 | 1.2196 | 0.8531 | 0.8621 | 1.0473 | 0.6898 |
Largest Winning Trade | 173276 | 173276 | 57927 | 175077 | 175077 | 155076 |
Largest Losing Trade | -64378 | -51060 | -64378 | -191818 | -76658 | -191818 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 7733 | 4374 | 3359 | 7733 | 4374 | 3359 |
Profit Streak | 0 | 0 | 497.6289 | 0 | 0 | 497.6289 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22441 | 333222 | -578992 | -577838 | -147688 | -578992 |
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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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