Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365022.5472 | 379606.6485 | -14584.1013 | -92408.0495 | 142071.6107 | -234479.6602 |
Total P&L (%) | 365.0225 | 379.6066 | -14.5841 | -92.4081 | 142.0716 | -234.4797 |
Avg Daily Profit (%) | 0.1908 | 0.1984 | -0.0076 | -0.1347 | 0.0462 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179264 | -142175 | -164097 | -1059893 | -801670 | -552776 |
Profit Factor | 1.2563 | 1.5609 | 0.9805 | 0.9814 | 1.0567 | 0.9045 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 147 | 70 | 77 | 147 | 70 | 77 |
Losing Trades | 162 | 85 | 77 | 162 | 85 | 77 |
Profitability (%) | 47.5728 | 45.1613 | 50 | 47.5728 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 1.3845 | 1.8953 | 0.9805 | 1.0815 | 1.2832 | 0.9045 |
Largest Winning Trade | 139889 | 139889 | 48707 | 215043 | 189457 | 215043 |
Largest Losing Trade | -97580 | -27106 | -97580 | -192918 | -165409 | -192918 |
Avg Bars in Trades | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Winners | 24 | 21 | 28 | 24 | 21 | 28 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 7343 | 3798 | 3543 | 7343 | 3798 | 3543 |
Profit Streak | 0 | 0 | 17.464 | 0 | 0 | 17.464 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299114 | 325773 | -579680 | -578161 | -290639 | -579680 |
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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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