Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361676.1383 | 311789.0376 | 49887.1007 | 190919.7886 | 466648.06 | -275728.2714 |
Total P&L (%) | 361.6761 | 311.789 | 49.8871 | 190.9198 | 466.6481 | -275.7283 |
Avg Daily Profit (%) | 0.2904 | 0.2503 | 0.0401 | 0.0858 | 0.1394 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222624 | -86209 | -180357 | -622343 | -290960 | -482878 |
Profit Factor | 1.2517 | 1.4586 | 1.0659 | 1.0758 | 1.4014 | 0.7965 |
Total Trades | 411 | 206 | 205 | 411 | 206 | 205 |
Winning Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Losing Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Profitability (%) | 40.8759 | 41.2621 | 40.4878 | 40.8759 | 41.2621 | 40.4878 |
Ratio Avg Win / Avg Loss | 1.8105 | 2.0763 | 1.5667 | 1.5561 | 1.9949 | 1.1707 |
Largest Winning Trade | 97227 | 97227 | 45837 | 263461 | 263461 | 108617 |
Largest Losing Trade | -24144 | -19642 | -24144 | -129037 | -72617 | -129037 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 14765 | 7813 | 6952 | 14765 | 7813 | 6952 |
Profit Streak | 4.4264 | 29.3431 | 0 | 4.4264 | 29.3431 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290560 | 318274 | -290867 | -215657 | -6559 | -582292 |
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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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