Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370889.9906 | 377616.3023 | -6726.3117 | -52689.6603 | 185025.7038 | -237715.3641 |
Total P&L (%) | 370.89 | 377.6163 | -6.7263 | -52.6897 | 185.0257 | -237.7154 |
Avg Daily Profit (%) | 0.1876 | 0.191 | -0.0034 | -0.0379 | 0.053 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148878 | -108165 | -197196 | -192708 | -111922 | -298553 |
Profit Factor | 1.2309 | 1.4708 | 0.9916 | 0.9679 | 1.2478 | 0.7342 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 188 | 88 | 100 | 188 | 88 | 100 |
Losing Trades | 220 | 116 | 104 | 220 | 116 | 104 |
Profitability (%) | 46.0784 | 43.1373 | 49.0196 | 46.0784 | 43.1373 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.4404 | 1.9387 | 1.0313 | 1.1326 | 1.6448 | 0.7636 |
Largest Winning Trade | 143872 | 143872 | 58551 | 84975 | 84975 | 46562 |
Largest Losing Trade | -51896 | -48621 | -51896 | -81187 | -41781 | -81187 |
Avg Bars in Trades | 19 | 20 | 17 | 19 | 20 | 17 |
Avg Bars in Winners | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Losers | 14 | 17 | 12 | 14 | 17 | 12 |
Bars Traded | 7781 | 4263 | 3518 | 7781 | 4263 | 3518 |
Profit Streak | 482.259 | 0 | 501.509 | 482.259 | 0 | 501.509 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311281 | 284554 | -577742 | -577641 | -123142 | -579408 |
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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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