Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278089.8459 | 286395.8291 | -8305.9832 | -62735.4669 | 360493.6533 | -423229.1202 |
Total P&L (%) | 278.0898 | 286.3958 | -8.306 | -62.7355 | 360.4937 | -423.2291 |
Avg Daily Profit (%) | 0.1558 | 0.1605 | -0.0047 | -0.0553 | 0.0856 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144716 | -111285 | -107773 | -1016192 | -507914 | -617330 |
Profit Factor | 1.22 | 1.3788 | 0.9836 | 0.9824 | 1.1721 | 0.7134 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 48.4716 | 44.7368 | 52.1739 | 48.4716 | 44.7368 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.297 | 1.7032 | 0.9017 | 1.0444 | 1.4479 | 0.6539 |
Largest Winning Trade | 107980 | 107980 | 69812 | 406458 | 406458 | 216566 |
Largest Losing Trade | -66204 | -41731 | -66204 | -342738 | -342738 | -290916 |
Avg Bars in Trades | 90 | 106 | 73 | 90 | 106 | 73 |
Avg Bars in Winners | 98 | 112 | 86 | 98 | 112 | 86 |
Avg Bars in Losers | 82 | 102 | 59 | 82 | 102 | 59 |
Bars Traded | 20659 | 12184 | 8475 | 20659 | 12184 | 8475 |
Profit Streak | 8.7609 | 9.2609 | 8.7609 | 8.7609 | 9.2609 | 8.7609 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308222 | 263828 | -580075 | -577388 | -111516 | -580075 |
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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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