Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418744.5582 | 468920.9515 | -50176.3932 | -73550.2974 | 118785.0958 | -192335.3932 |
Total P&L (%) | 418.7446 | 468.921 | -50.1764 | -73.5503 | 118.7851 | -192.3354 |
Avg Daily Profit (%) | 0.178 | 0.1994 | -0.0213 | -0.0565 | 0.0333 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149664 | -154123 | -196480 | -221382 | -164633 | -253597 |
Profit Factor | 1.2356 | 1.4529 | 0.9324 | 0.9438 | 1.1635 | 0.6698 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 144 | 77 | 67 | 144 | 77 | 67 |
Losing Trades | 191 | 91 | 100 | 191 | 91 | 100 |
Profitability (%) | 42.9851 | 45.8333 | 40.1198 | 42.9851 | 45.8333 | 40.1198 |
Ratio Avg Win / Avg Loss | 1.6389 | 1.7171 | 1.3916 | 1.2519 | 1.375 | 0.9997 |
Largest Winning Trade | 271605 | 271605 | 53085 | 156359 | 156359 | 39336 |
Largest Losing Trade | -45086 | -33717 | -45086 | -47267 | -34965 | -47267 |
Avg Bars in Trades | 13 | 17 | 8 | 13 | 17 | 8 |
Avg Bars in Winners | 15 | 18 | 12 | 15 | 18 | 12 |
Avg Bars in Losers | 11 | 17 | 6 | 11 | 17 | 6 |
Bars Traded | 4512 | 3019 | 1493 | 4512 | 3019 | 1493 |
Profit Streak | 53.1428 | 55.6428 | 53.1428 | 53.1428 | 55.6428 | 53.1428 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326620 | 364666 | -581370 | -578273 | -188723 | -583037 |
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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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