Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429011.9551 | 374031.308 | 54980.6471 | 191765.8568 | -183817.0331 | 375582.8899 |
Total P&L (%) | 429.012 | 374.0313 | 54.9806 | 191.7659 | -183.817 | 375.5829 |
Avg Daily Profit (%) | 0.2322 | 0.2024 | 0.0298 | 0.058 | 0 | 0.0844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153484 | -133619 | -165758 | -1704907 | -1512863 | -765192 |
Profit Factor | 1.3314 | 1.6234 | 1.0792 | 1.0183 | 0.966 | 1.0743 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 170 | 79 | 91 | 170 | 79 | 91 |
Losing Trades | 185 | 99 | 86 | 185 | 99 | 86 |
Profitability (%) | 47.8873 | 44.382 | 51.4124 | 47.8873 | 44.382 | 51.4124 |
Ratio Avg Win / Avg Loss | 1.4489 | 2.0344 | 1.0199 | 1.1082 | 1.2106 | 1.0153 |
Largest Winning Trade | 160211 | 160211 | 41157 | 468317 | 468317 | 332768 |
Largest Losing Trade | -47112 | -22651 | -47112 | -311266 | -239921 | -311266 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 11020 | 5248 | 5772 | 11020 | 5248 | 5772 |
Profit Streak | 12.086 | 12.086 | 34.9193 | 12.086 | 12.086 | 34.9193 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370528 | 353055 | -286022 | -313766 | -580019 | -217467 |
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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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