Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328408.5829 | 375452.4866 | -47043.9037 | -45418.6456 | 118160.607 | -163579.2525 |
Total P&L (%) | 328.4086 | 375.4525 | -47.0439 | -45.4186 | 118.1606 | -163.5793 |
Avg Daily Profit (%) | 0.1576 | 0.1802 | -0.0226 | -0.0291 | 0.0375 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119662 | -108964 | -63430 | -2177801 | -1914596 | -281049 |
Profit Factor | 1.4146 | 1.6151 | 0.7411 | 0.9897 | 1.0325 | 0.7898 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 193 | 113 | 80 | 193 | 113 | 80 |
Losing Trades | 82 | 24 | 58 | 82 | 24 | 58 |
Profitability (%) | 70.1818 | 82.4818 | 57.971 | 70.1818 | 82.4818 | 57.971 |
Ratio Avg Win / Avg Loss | 0.601 | 0.343 | 0.5373 | 0.4205 | 0.2193 | 0.5726 |
Largest Winning Trade | 84013 | 84013 | 9039 | 490133 | 490133 | 93722 |
Largest Losing Trade | -88161 | -88161 | -18365 | -1537307 | -1537307 | -221820 |
Avg Bars in Trades | 88 | 176 | 1 | 88 | 176 | 1 |
Avg Bars in Winners | 31 | 52 | 1 | 31 | 52 | 1 |
Avg Bars in Losers | 224 | 761 | 1 | 224 | 761 | 1 |
Bars Traded | 24446 | 24230 | 216 | 24446 | 24230 | 216 |
Profit Streak | 28.8048 | 28.8048 | 58.8048 | 28.8048 | 28.8048 | 58.8048 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428269 | 449595 | -578677 | -575258 | -324522 | -578677 |
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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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