Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281046.1869 | 275972.3619 | 5073.825 | -40912.0516 | 518815.6163 | -559727.6679 |
Total P&L (%) | 281.0462 | 275.9724 | 5.0738 | -40.9121 | 518.8156 | -559.7277 |
Avg Daily Profit (%) | 0.1491 | 0.1464 | 0.0027 | -0.0279 | 0.0968 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228048 | -200955 | -96447 | -1186343 | -704583 | -635352 |
Profit Factor | 1.238 | 1.5194 | 1.0078 | 0.9871 | 1.3742 | 0.6875 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 142 | 67 | 75 | 142 | 67 | 75 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 54.1985 | 51.145 | 57.2519 | 54.1985 | 51.145 | 57.2519 |
Ratio Avg Win / Avg Loss | 1.0462 | 1.4513 | 0.7525 | 0.8342 | 1.3127 | 0.5133 |
Largest Winning Trade | 85111 | 85111 | 45986 | 462733 | 462733 | 143775 |
Largest Losing Trade | -62376 | -35781 | -62376 | -208336 | -190559 | -208336 |
Avg Bars in Trades | 27 | 22 | 31 | 27 | 22 | 31 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 27 | 19 | 36 | 27 | 19 | 36 |
Bars Traded | 7126 | 3003 | 4123 | 7126 | 3003 | 4123 |
Profit Streak | 19.7831 | 19.7831 | 22.7831 | 19.7831 | 19.7831 | 22.7831 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338755 | 167450 | -566821 | -577114 | -62057 | -579005 |
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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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