Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284660.8347 | 252537.4331 | 32123.4016 | -86377.52 | 981674.4847 | -1068052.0048 |
Total P&L (%) | 284.6608 | 252.5374 | 32.1234 | -86.3775 | 981.6745 | -1068.052 |
Avg Daily Profit (%) | 0.1524 | 0.1352 | 0.0172 | -0.1066 | 0.1275 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167094 | -111707 | -109890 | -1731188 | -834196 | -1293417 |
Profit Factor | 1.2482 | 1.4792 | 1.0518 | 0.9807 | 1.6599 | 0.6418 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 175 | 80 | 95 | 175 | 80 | 95 |
Losing Trades | 148 | 81 | 67 | 148 | 81 | 67 |
Profitability (%) | 54.1796 | 49.6894 | 58.642 | 54.1796 | 49.6894 | 58.642 |
Ratio Avg Win / Avg Loss | 1.0556 | 1.4977 | 0.7418 | 0.8294 | 1.6806 | 0.4526 |
Largest Winning Trade | 125738 | 125738 | 26950 | 706703 | 706703 | 335244 |
Largest Losing Trade | -96007 | -28816 | -96007 | -1184301 | -455066 | -1184301 |
Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Winners | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Losers | 79 | 81 | 78 | 79 | 81 | 78 |
Bars Traded | 22156 | 11316 | 10839 | 22156 | 11316 | 10839 |
Profit Streak | 9.3489 | 0 | 11.6822 | 9.3489 | 0 | 11.6822 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355618 | -11237 | -335959 | -577880 | -19043 | -578735 |
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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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