Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307047.5129 | 324359.5407 | -17312.0278 | -35038.5104 | -18912.9777 | -16125.5328 |
Total P&L (%) | 307.0475 | 324.3595 | -17.312 | -35.0385 | -18.913 | -16.1255 |
Avg Daily Profit (%) | 0.2948 | 0.3114 | -0.0166 | -0.0414 | -0.0201 | -0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171126 | -127889 | -48178 | -526320 | -444000 | -99098 |
Profit Factor | 1.4062 | 1.5795 | 0.9118 | 0.9795 | 0.9854 | 0.9615 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 163 | 85 | 78 | 163 | 85 | 78 |
Profitability (%) | 40.293 | 37.5 | 43.0657 | 40.293 | 37.5 | 43.0657 |
Ratio Avg Win / Avg Loss | 2.0837 | 2.6325 | 1.2054 | 1.4515 | 1.6423 | 1.2712 |
Largest Winning Trade | 407060 | 407060 | 11371 | 264554 | 264554 | 31328 |
Largest Losing Trade | -27189 | -27189 | -9032 | -108800 | -108800 | -27706 |
Avg Bars in Trades | 90 | 167 | 14 | 90 | 167 | 14 |
Avg Bars in Winners | 117 | 238 | 13 | 117 | 238 | 13 |
Avg Bars in Losers | 72 | 125 | 14 | 72 | 125 | 14 |
Bars Traded | 24741 | 22809 | 1932 | 24741 | 22809 | 1932 |
Profit Streak | 4.8189 | 0 | 11.6939 | 4.8189 | 0 | 11.6939 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305095 | 231169 | -580632 | -580911 | -583054 | -580632 |
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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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