Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463011.7842 | 439849.1981 | 23162.5861 | -63169.6167 | 79430.1743 | -142599.791 |
Total P&L (%) | 463.0118 | 439.8492 | 23.1626 | -63.1696 | 79.4302 | -142.5998 |
Avg Daily Profit (%) | 0.288 | 0.2736 | 0.0144 | -0.0621 | 0.0364 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213792 | -145042 | -151816 | -191206 | -42642 | -168875 |
Profit Factor | 1.4242 | 1.8282 | 1.0413 | 0.8441 | 1.5654 | 0.4615 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 94 | 40 | 54 | 94 | 40 | 54 |
Losing Trades | 129 | 71 | 58 | 129 | 71 | 58 |
Profitability (%) | 42.1525 | 36.036 | 48.2143 | 42.1525 | 36.036 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.9545 | 3.245 | 1.1185 | 1.1584 | 2.7786 | 0.4956 |
Largest Winning Trade | 306708 | 306708 | 57286 | 125211 | 125211 | 19430 |
Largest Losing Trade | -78872 | -38318 | -78872 | -152839 | -29760 | -152839 |
Avg Bars in Trades | 84 | 83 | 85 | 84 | 83 | 85 |
Avg Bars in Winners | 127 | 123 | 130 | 127 | 123 | 130 |
Avg Bars in Losers | 53 | 61 | 44 | 53 | 61 | 44 |
Bars Traded | 18887 | 9282 | 9605 | 18887 | 9282 | 9605 |
Profit Streak | 30.9414 | 39.108 | 30.9414 | 30.9414 | 39.108 | 30.9414 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339945 | 236743 | -353848 | -579995 | -146634 | -581188 |
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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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