Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318918.3153 | 340368.9533 | -21450.6381 | -83863.7549 | 15411.7533 | -99275.5082 |
Total P&L (%) | 318.9183 | 340.369 | -21.4506 | -83.8638 | 15.4118 | -99.2755 |
Avg Daily Profit (%) | 0.1831 | 0.1955 | -0.0123 | -0.1047 | 0.0082 | -0.2826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252382 | -234806 | -119909 | -499726 | -365559 | -207446 |
Profit Factor | 1.2347 | 1.4117 | 0.9597 | 0.9324 | 1.0225 | 0.8215 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 161 | 71 | 90 | 161 | 71 | 90 |
Losing Trades | 217 | 118 | 99 | 217 | 118 | 99 |
Profitability (%) | 42.5926 | 37.5661 | 47.619 | 42.5926 | 37.5661 | 47.619 |
Ratio Avg Win / Avg Loss | 1.6641 | 2.3462 | 1.0557 | 1.2567 | 1.6994 | 0.9037 |
Largest Winning Trade | 292239 | 292239 | 53573 | 327911 | 327911 | 143864 |
Largest Losing Trade | -38868 | -36144 | -38868 | -149462 | -71940 | -149462 |
Avg Bars in Trades | 54 | 72 | 37 | 54 | 72 | 37 |
Avg Bars in Winners | 73 | 98 | 53 | 73 | 98 | 53 |
Avg Bars in Losers | 41 | 56 | 22 | 41 | 56 | 22 |
Bars Traded | 20760 | 13717 | 7043 | 20760 | 13717 | 7043 |
Profit Streak | 18.925 | 20.0917 | 18.925 | 18.925 | 20.0917 | 18.925 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318266 | 220409 | -579043 | -578543 | -389747 | -580709 |
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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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