Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489302.1611 | 350281.3209 | 139020.8401 | 58884.727 | 159119.5354 | -100234.8084 |
Total P&L (%) | 489.3022 | 350.2813 | 139.0208 | 58.8847 | 159.1195 | -100.2348 |
Avg Daily Profit (%) | 0.2613 | 0.187 | 0.0742 | 0.0247 | 0.0509 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164873 | -146557 | -154952 | -282695 | -82925 | -271702 |
Profit Factor | 1.3352 | 1.4516 | 1.2032 | 1.0507 | 1.2899 | 0.8364 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Losing Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Profitability (%) | 55.1821 | 54.7486 | 55.618 | 55.1821 | 54.7486 | 55.618 |
Ratio Avg Win / Avg Loss | 1.0844 | 1.1998 | 0.9601 | 0.8534 | 1.0662 | 0.6674 |
Largest Winning Trade | 111333 | 111333 | 69893 | 82360 | 82360 | 65977 |
Largest Losing Trade | -84416 | -33499 | -84416 | -120915 | -46137 | -120915 |
Avg Bars in Trades | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Winners | 62 | 58 | 66 | 62 | 58 | 66 |
Avg Bars in Losers | 61 | 57 | 65 | 61 | 57 | 65 |
Bars Traded | 22149 | 10364 | 11785 | 22149 | 10364 | 11785 |
Profit Streak | 14.0829 | 14.0829 | 21.4996 | 14.0829 | 14.0829 | 21.4996 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434065 | 364088 | -93852 | -323398 | -123389 | -578623 |
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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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