Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322671.9198 | 330048.7629 | -7376.843 | -44335.5293 | 296135.0415 | -340470.5708 |
Total P&L (%) | 322.6719 | 330.0488 | -7.3768 | -44.3355 | 296.135 | -340.4706 |
Avg Daily Profit (%) | 0.1632 | 0.167 | -0.0037 | -0.0296 | 0.0697 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225012 | -208842 | -172085 | -965441 | -429359 | -770638 |
Profit Factor | 1.2104 | 1.4184 | 0.9901 | 0.9865 | 1.1878 | 0.8017 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Losing Trades | 176 | 85 | 91 | 176 | 85 | 91 |
Profitability (%) | 47.4627 | 49.4048 | 45.509 | 47.4627 | 49.4048 | 45.509 |
Ratio Avg Win / Avg Loss | 1.3398 | 1.4526 | 1.1855 | 1.092 | 1.2165 | 0.9599 |
Largest Winning Trade | 89915 | 89915 | 75760 | 346452 | 346452 | 314164 |
Largest Losing Trade | -42120 | -42120 | -36746 | -191689 | -161609 | -191689 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 7673 | 3691 | 3981 | 7673 | 3691 | 3981 |
Profit Streak | 0 | 0 | 499.2432 | 0 | 0 | 499.2432 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283883 | 306618 | -579300 | -578068 | -113451 | -580967 |
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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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