Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234047.6138 | 360566.6898 | -126519.076 | -98628.6168 | 974507.59 | -1073136.2067 |
Total P&L (%) | 234.0476 | 360.5667 | -126.5191 | -98.6286 | 974.5076 | -1073.1362 |
Avg Daily Profit (%) | 0.1184 | 0.1824 | -0.064 | -0.2167 | 0.1202 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307196 | -245758 | -241584 | -1201584 | -560851 | -1260492 |
Profit Factor | 1.1251 | 1.3697 | 0.8588 | 0.9812 | 1.4048 | 0.6208 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 186 | 89 | 97 | 186 | 89 | 97 |
Losing Trades | 174 | 91 | 83 | 174 | 91 | 83 |
Profitability (%) | 51.6667 | 49.4444 | 53.8889 | 51.6667 | 49.4444 | 53.8889 |
Ratio Avg Win / Avg Loss | 1.0525 | 1.4005 | 0.7348 | 0.9179 | 1.4363 | 0.5312 |
Largest Winning Trade | 175334 | 175334 | 39629 | 396630 | 396630 | 325486 |
Largest Losing Trade | -90131 | -41185 | -90131 | -629082 | -218675 | -629082 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5827 | 2987 | 2840 | 5827 | 2987 | 2840 |
Profit Streak | 0 | 0 | 502.6762 | 0 | 0 | 502.6762 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115526 | 303448 | -579024 | -578402 | -30982 | -579024 |
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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) |
---|