Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310746.2733 | 386558.3046 | -75812.0312 | -92870.404 | -221867.2232 | 128996.8192 |
Total P&L (%) | 310.7463 | 386.5583 | -75.812 | -92.8704 | -221.8672 | 128.9968 |
Avg Daily Profit (%) | 0.1953 | 0.2429 | -0.0476 | -0.1658 | 0 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -388493 | -179708 | -273725 | -1863349 | -1293440 | -1076709 |
Profit Factor | 1.2039 | 1.4874 | 0.8963 | 0.9865 | 0.947 | 1.0483 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Losing Trades | 177 | 92 | 85 | 177 | 92 | 85 |
Profitability (%) | 45.2012 | 42.8571 | 47.5309 | 45.2012 | 42.8571 | 47.5309 |
Ratio Avg Win / Avg Loss | 1.4595 | 1.9833 | 0.9895 | 1.1959 | 1.2627 | 1.1572 |
Largest Winning Trade | 371667 | 371667 | 45602 | 1106583 | 1106583 | 464799 |
Largest Losing Trade | -52178 | -47361 | -52178 | -607629 | -607629 | -322616 |
Avg Bars in Trades | 57 | 73 | 42 | 57 | 73 | 42 |
Avg Bars in Winners | 62 | 75 | 50 | 62 | 75 | 50 |
Avg Bars in Losers | 54 | 71 | 35 | 54 | 71 | 35 |
Bars Traded | 18723 | 11797 | 6926 | 18723 | 11797 | 6926 |
Profit Streak | 0 | 11.0559 | 0 | 0 | 11.0559 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248386 | 305229 | -581445 | -579288 | -580960 | -291490 |
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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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