Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443423.4668 | 477069.1536 | -33645.6869 | -50295.4607 | 64581.556 | -114877.0167 |
Total P&L (%) | 443.4235 | 477.0692 | -33.6457 | -50.2955 | 64.5816 | -114.877 |
Avg Daily Profit (%) | 0.2297 | 0.2471 | -0.0174 | -0.0362 | 0.0258 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208000 | -128373 | -114469 | -513908 | -361965 | -260854 |
Profit Factor | 1.3386 | 1.7294 | 0.9487 | 0.9758 | 1.062 | 0.8894 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Losing Trades | 186 | 94 | 92 | 186 | 94 | 92 |
Profitability (%) | 42.5926 | 41.9753 | 43.2099 | 42.5926 | 41.9753 | 43.2099 |
Ratio Avg Win / Avg Loss | 1.8042 | 2.3907 | 1.2468 | 1.3152 | 1.4681 | 1.169 |
Largest Winning Trade | 331430 | 331430 | 44380 | 243534 | 243534 | 136370 |
Largest Losing Trade | -46720 | -43688 | -46720 | -111578 | -71554 | -111578 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 52 | 42 | 62 | 52 | 42 | 62 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 11288 | 4808 | 6480 | 11288 | 4808 | 6480 |
Profit Streak | 9.565 | 9.565 | 25.3983 | 9.565 | 9.565 | 25.3983 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332202 | 339037 | -580916 | -579189 | -312935 | -580916 |
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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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