Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348362.6493 | 358745.8185 | -10383.1693 | -52059.3761 | 219603.4874 | -271662.8635 |
Total P&L (%) | 348.3626 | 358.7458 | -10.3832 | -52.0594 | 219.6035 | -271.6629 |
Avg Daily Profit (%) | 0.1793 | 0.1846 | -0.0053 | -0.0378 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268123 | -139316 | -157928 | -1524741 | -472983 | -1155349 |
Profit Factor | 1.2353 | 1.5942 | 0.9882 | 0.9887 | 1.1316 | 0.9079 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 122 | 53 | 69 | 122 | 53 | 69 |
Losing Trades | 162 | 89 | 73 | 162 | 89 | 73 |
Profitability (%) | 42.9577 | 37.3239 | 48.5915 | 42.9577 | 37.3239 | 48.5915 |
Ratio Avg Win / Avg Loss | 1.6403 | 2.677 | 1.0454 | 1.3129 | 1.9003 | 0.9606 |
Largest Winning Trade | 155442 | 155442 | 55814 | 322638 | 242658 | 322638 |
Largest Losing Trade | -70710 | -25570 | -70710 | -833756 | -117880 | -833756 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 16 | 12 | 18 | 16 | 12 | 18 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3814 | 1610 | 2204 | 3814 | 1610 | 2204 |
Profit Streak | 15.5634 | 15.5634 | 39.5634 | 15.5634 | 15.5634 | 39.5634 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300202 | 224425 | -578571 | -579015 | -191929 | -580238 |
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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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