Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393118.1832 | 342375.0693 | 50743.114 | 62122.6431 | -351173.051 | 413295.694 |
Total P&L (%) | 393.1182 | 342.3751 | 50.7431 | 62.1226 | -351.1731 | 413.2957 |
Avg Daily Profit (%) | 0.2213 | 0.1927 | 0.0286 | 0.0272 | 0 | 0.0921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166798 | -168948 | -22000 | -2789754 | -2864010 | -143280 |
Profit Factor | 1.408 | 1.4127 | 1.3785 | 1.0086 | 0.9456 | 1.5666 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 192 | 103 | 89 | 192 | 103 | 89 |
Losing Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Profitability (%) | 70.3297 | 75.7353 | 64.9635 | 70.3297 | 75.7353 | 64.9635 |
Ratio Avg Win / Avg Loss | 0.594 | 0.4526 | 0.7435 | 0.4255 | 0.303 | 0.8449 |
Largest Winning Trade | 58528 | 58528 | 9343 | 565515 | 565515 | 156176 |
Largest Losing Trade | -64108 | -64108 | -18726 | -1604427 | -1604427 | -113395 |
Avg Bars in Trades | 76 | 150 | 3 | 76 | 150 | 3 |
Avg Bars in Winners | 40 | 73 | 2 | 40 | 73 | 2 |
Avg Bars in Losers | 162 | 392 | 5 | 162 | 392 | 5 |
Bars Traded | 20943 | 20507 | 436 | 20943 | 20507 | 436 |
Profit Streak | 18.279 | 22.8624 | 18.279 | 18.279 | 22.8624 | 18.279 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432334 | 417349 | -154522 | -364624 | -575849 | -67360 |
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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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