Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333227.0982 | 265127.0989 | 68099.9993 | -6087.093 | 90712.2313 | -96799.3243 |
Total P&L (%) | 333.2271 | 265.1271 | 68.1 | -6.0871 | 90.7122 | -96.7993 |
Avg Daily Profit (%) | 0.173 | 0.1376 | 0.0353 | -0.0033 | 0.0335 | -0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193260 | -113922 | -100997 | -617813 | -362298 | -273076 |
Profit Factor | 1.2121 | 1.2977 | 1.1001 | 0.9981 | 1.0524 | 0.9319 |
Total Trades | 453 | 226 | 227 | 453 | 226 | 227 |
Winning Trades | 215 | 99 | 116 | 215 | 99 | 116 |
Losing Trades | 238 | 127 | 111 | 238 | 127 | 111 |
Profitability (%) | 47.4614 | 43.8053 | 51.1013 | 47.4614 | 43.8053 | 51.1013 |
Ratio Avg Win / Avg Loss | 1.3418 | 1.6647 | 1.0527 | 1.1048 | 1.35 | 0.8918 |
Largest Winning Trade | 140848 | 140848 | 38836 | 191107 | 191107 | 84590 |
Largest Losing Trade | -31354 | -28259 | -31354 | -84121 | -84121 | -62380 |
Avg Bars in Trades | 50 | 56 | 44 | 50 | 56 | 44 |
Avg Bars in Winners | 63 | 73 | 54 | 63 | 73 | 54 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 22835 | 12663 | 10172 | 22835 | 12663 | 10172 |
Profit Streak | 12.264 | 0 | 38.4307 | 12.264 | 0 | 38.4307 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321706 | -9928 | -254010 | -577111 | -312838 | -578571 |
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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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