Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340550.3132 | 395556.7284 | -55006.4152 | -82586.4911 | 85574.477 | -168160.9681 |
Total P&L (%) | 340.5503 | 395.5567 | -55.0064 | -82.5865 | 85.5745 | -168.161 |
Avg Daily Profit (%) | 0.1413 | 0.1641 | -0.0228 | -0.0725 | 0.0257 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196698 | -136683 | -339213 | -313412 | -94208 | -368357 |
Profit Factor | 1.191 | 1.474 | 0.942 | 0.9437 | 1.1392 | 0.8026 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 179 | 87 | 92 | 179 | 87 | 92 |
Losing Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Profitability (%) | 50.1401 | 48.8764 | 51.3966 | 50.1401 | 48.8764 | 51.3966 |
Ratio Avg Win / Avg Loss | 1.1843 | 1.5418 | 0.8908 | 0.9384 | 1.1915 | 0.759 |
Largest Winning Trade | 239486 | 239486 | 48040 | 85095 | 62640 | 85095 |
Largest Losing Trade | -58304 | -39937 | -58304 | -175854 | -37006 | -175854 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4645 | 2316 | 2329 | 4645 | 2316 | 2329 |
Profit Streak | 0 | 24.9891 | 0 | 0 | 24.9891 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12681 | 372016 | -579937 | -578615 | -225283 | -579937 |
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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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