Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288604.5917 | 284814.0953 | 3790.4964 | -47293.322 | 173183.8306 | -220477.1525 |
Total P&L (%) | 288.6046 | 284.8141 | 3.7905 | -47.2933 | 173.1838 | -220.4772 |
Avg Daily Profit (%) | 0.1631 | 0.1609 | 0.0021 | -0.0362 | 0.0568 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246449 | -152197 | -170528 | -551653 | -422530 | -373961 |
Profit Factor | 1.2013 | 1.4258 | 1.005 | 0.98 | 1.1465 | 0.8132 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 62.543 | 62.3288 | 62.7586 | 62.543 | 62.3288 | 62.7586 |
Ratio Avg Win / Avg Loss | 0.7195 | 0.8617 | 0.5963 | 0.5869 | 0.6929 | 0.4826 |
Largest Winning Trade | 83172 | 83172 | 27917 | 154393 | 154393 | 64250 |
Largest Losing Trade | -61422 | -61422 | -55601 | -274437 | -274437 | -155290 |
Avg Bars in Trades | 71 | 76 | 67 | 71 | 76 | 67 |
Avg Bars in Winners | 67 | 69 | 65 | 67 | 69 | 65 |
Avg Bars in Losers | 79 | 87 | 71 | 79 | 87 | 71 |
Bars Traded | 20925 | 11124 | 9801 | 20925 | 11124 | 9801 |
Profit Streak | 28.4968 | 28.4968 | 49.2468 | 28.4968 | 28.4968 | 49.2468 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333927 | 303979 | -569994 | -576621 | -176176 | -578304 |
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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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