Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352941.3263 | 286738.8686 | 66202.4577 | -4445.2356 | 240951.9657 | -245397.2013 |
Total P&L (%) | 352.9413 | 286.7389 | 66.2025 | -4.4452 | 240.952 | -245.3972 |
Avg Daily Profit (%) | 0.1846 | 0.15 | 0.0346 | -0.0024 | 0.0642 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182348 | -101477 | -128665 | -812791 | -498522 | -465141 |
Profit Factor | 1.2393 | 1.4372 | 1.0808 | 0.9989 | 1.1282 | 0.8855 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 154 | 79 | 75 | 154 | 79 | 75 |
Profitability (%) | 46.7128 | 45.5172 | 47.9167 | 46.7128 | 45.5172 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.4137 | 1.7202 | 1.1748 | 1.1395 | 1.3504 | 0.9625 |
Largest Winning Trade | 81029 | 81029 | 36655 | 268175 | 268175 | 118004 |
Largest Losing Trade | -71718 | -30362 | -71718 | -180168 | -177140 | -180168 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 3770 | 1837 | 1932 | 3770 | 1837 | 1932 |
Profit Streak | 11.2006 | 11.2006 | 14.2006 | 11.2006 | 11.2006 | 14.2006 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317007 | 296237 | -278617 | -577508 | -187742 | -580888 |
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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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