Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421715.7974 | 407837.3767 | 13878.4207 | -57540.3508 | 108543.6446 | -166083.9954 |
Total P&L (%) | 421.7158 | 407.8374 | 13.8784 | -57.5404 | 108.5436 | -166.084 |
Avg Daily Profit (%) | 0.1794 | 0.1735 | 0.0059 | -0.0364 | 0.0313 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182877 | -147632 | -281577 | -315244 | -110109 | -305398 |
Profit Factor | 1.2996 | 1.6887 | 1.017 | 0.9498 | 1.2358 | 0.7578 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 138 | 65 | 73 | 138 | 65 | 73 |
Losing Trades | 157 | 83 | 74 | 157 | 83 | 74 |
Profitability (%) | 46.7797 | 43.9189 | 49.6599 | 46.7797 | 43.9189 | 49.6599 |
Ratio Avg Win / Avg Loss | 1.4786 | 2.1564 | 1.031 | 1.0806 | 1.578 | 0.7682 |
Largest Winning Trade | 152887 | 152887 | 58430 | 183618 | 183618 | 67933 |
Largest Losing Trade | -74274 | -26797 | -74274 | -109404 | -52260 | -109404 |
Avg Bars in Trades | 47 | 33 | 60 | 47 | 33 | 60 |
Avg Bars in Winners | 64 | 44 | 83 | 64 | 44 | 83 |
Avg Bars in Losers | 31 | 25 | 38 | 31 | 25 | 38 |
Bars Traded | 13923 | 4993 | 8930 | 13923 | 4993 | 8930 |
Profit Streak | 4.4823 | 4.4823 | 6.649 | 4.4823 | 4.4823 | 6.649 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306426 | 298695 | -431459 | -578126 | -152607 | -580386 |
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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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