Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231579.2739 | 195479.4001 | 36099.8738 | -61278.7663 | 44706.0735 | -105984.8398 |
Total P&L (%) | 231.5793 | 195.4794 | 36.0999 | -61.2788 | 44.7061 | -105.9848 |
Avg Daily Profit (%) | 0.2223 | 0.1877 | 0.0347 | -0.091 | 0.0355 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94204 | -63138 | -93223 | -127965 | -36259 | -135086 |
Profit Factor | 1.2275 | 1.414 | 1.0662 | 0.8564 | 1.2947 | 0.6147 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 183 | 87 | 96 | 183 | 87 | 96 |
Losing Trades | 148 | 78 | 70 | 148 | 78 | 70 |
Profitability (%) | 55.287 | 52.7273 | 57.8313 | 55.287 | 52.7273 | 57.8313 |
Ratio Avg Win / Avg Loss | 0.9928 | 1.2678 | 0.7774 | 0.6926 | 1.1608 | 0.4482 |
Largest Winning Trade | 38829 | 38829 | 30934 | 14183 | 14183 | 10679 |
Largest Losing Trade | -93223 | -37949 | -93223 | -127965 | -25214 | -127965 |
Avg Bars in Trades | 74 | 77 | 71 | 74 | 77 | 71 |
Avg Bars in Winners | 64 | 62 | 67 | 64 | 62 | 67 |
Avg Bars in Losers | 85 | 93 | 76 | 85 | 93 | 76 |
Bars Traded | 24586 | 12760 | 11827 | 24586 | 12760 | 11827 |
Profit Streak | 3.4144 | 0 | 5.0811 | 3.4144 | 0 | 5.0811 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267941 | 322514 | -296544 | -579121 | -146588 | -578733 |
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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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