Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409995.4621 | 430570.302 | -20574.8399 | -44224.055 | -8764.1503 | -35459.9047 |
Total P&L (%) | 409.9955 | 430.5703 | -20.5748 | -44.2241 | -8.7642 | -35.4599 |
Avg Daily Profit (%) | 0.1968 | 0.2067 | -0.0099 | -0.028 | -0.0044 | -0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141979 | -148976 | -78463 | -309027 | -285475 | -121155 |
Profit Factor | 1.3759 | 1.6341 | 0.95 | 0.9658 | 0.9893 | 0.9249 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Profitability (%) | 44.1065 | 43.5115 | 44.697 | 44.1065 | 43.5115 | 44.697 |
Ratio Avg Win / Avg Loss | 1.7436 | 2.1214 | 1.1754 | 1.2239 | 1.2844 | 1.1444 |
Largest Winning Trade | 293049 | 293049 | 45869 | 111254 | 111254 | 78364 |
Largest Losing Trade | -51167 | -51167 | -24820 | -90615 | -90615 | -37019 |
Avg Bars in Trades | 94 | 156 | 32 | 94 | 156 | 32 |
Avg Bars in Winners | 92 | 153 | 33 | 92 | 153 | 33 |
Avg Bars in Losers | 95 | 159 | 30 | 95 | 159 | 30 |
Bars Traded | 24777 | 20553 | 4224 | 24777 | 20553 | 4224 |
Profit Streak | 26.2595 | 26.2595 | 29.3428 | 26.2595 | 26.2595 | 29.3428 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352845 | 309032 | -580372 | -578563 | -581299 | -580372 |
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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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