Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284408.2776 | 344786.466 | -60378.1884 | -51876.8749 | 120305.4414 | -172182.3163 |
Total P&L (%) | 284.4083 | 344.7865 | -60.3782 | -51.8769 | 120.3054 | -172.1823 |
Avg Daily Profit (%) | 0.1482 | 0.1797 | -0.0315 | -0.0381 | 0.0412 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178275 | -124701 | -145102 | -785389 | -601729 | -424385 |
Profit Factor | 1.2167 | 1.5656 | 0.9141 | 0.9858 | 1.0705 | 0.9119 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 162 | 79 | 83 | 162 | 79 | 83 |
Profitability (%) | 42.7562 | 43.9716 | 41.5493 | 42.7562 | 43.9716 | 41.5493 |
Ratio Avg Win / Avg Loss | 1.6289 | 1.9949 | 1.286 | 1.3199 | 1.3641 | 1.2828 |
Largest Winning Trade | 204248 | 204248 | 64220 | 281678 | 281678 | 253948 |
Largest Losing Trade | -39473 | -26683 | -39473 | -186555 | -136816 | -186555 |
Avg Bars in Trades | 39 | 27 | 51 | 39 | 27 | 51 |
Avg Bars in Winners | 57 | 30 | 86 | 57 | 30 | 86 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 11230 | 3858 | 7371 | 11230 | 3858 | 7371 |
Profit Streak | 5.2499 | 14.7499 | 5.2499 | 5.2499 | 14.7499 | 5.2499 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 191980 | 309859 | -581863 | -579267 | -282511 | -581863 |
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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) |
---|