Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355086.6375 | 436240.2142 | -81153.5767 | -93804.9661 | 466346.8586 | -560151.8247 |
Total P&L (%) | 355.0866 | 436.2402 | -81.1536 | -93.805 | 466.3469 | -560.1518 |
Avg Daily Profit (%) | 0.1862 | 0.2288 | -0.0426 | -0.1458 | 0.091 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267247 | -142516 | -171384 | -700576 | -172863 | -647804 |
Profit Factor | 1.2644 | 1.6209 | 0.8732 | 0.9353 | 1.9005 | 0.399 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 111 | 48 | 63 | 111 | 48 | 63 |
Losing Trades | 121 | 68 | 53 | 121 | 68 | 53 |
Profitability (%) | 47.8448 | 41.3793 | 54.3103 | 47.8448 | 41.3793 | 54.3103 |
Ratio Avg Win / Avg Loss | 1.3784 | 2.2962 | 0.7346 | 1.0196 | 2.6924 | 0.3356 |
Largest Winning Trade | 197760 | 197760 | 46488 | 419196 | 419196 | 109282 |
Largest Losing Trade | -75896 | -41104 | -75896 | -503307 | -101620 | -503307 |
Avg Bars in Trades | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Winners | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 7412 | 3655 | 3757 | 7412 | 3655 | 3757 |
Profit Streak | 29.5248 | 29.5248 | 29.7748 | 29.5248 | 29.5248 | 29.7748 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331617 | 283589 | -579461 | -577269 | -70945 | -579461 |
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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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