Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567122.104 | 548490.3468 | 18631.7571 | 60116.5869 | -100442.9889 | 160559.5757 |
Total P&L (%) | 567.1221 | 548.4903 | 18.6318 | 60.1166 | -100.443 | 160.5596 |
Avg Daily Profit (%) | 0.2354 | 0.2277 | 0.0077 | 0.0195 | 0 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126665 | -122156 | -92743 | -1297243 | -1239831 | -256327 |
Profit Factor | 1.5257 | 1.8767 | 1.0411 | 1.0141 | 0.9654 | 1.1188 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 200 | 99 | 101 | 200 | 99 | 101 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 61.9195 | 61.4907 | 62.3457 | 61.9195 | 61.4907 | 62.3457 |
Ratio Avg Win / Avg Loss | 0.9383 | 1.1753 | 0.6288 | 0.6237 | 0.6046 | 0.6757 |
Largest Winning Trade | 312606 | 312606 | 27042 | 496969 | 496969 | 304135 |
Largest Losing Trade | -65614 | -65614 | -37947 | -937491 | -937491 | -256327 |
Avg Bars in Trades | 27 | 46 | 8 | 27 | 46 | 8 |
Avg Bars in Winners | 17 | 26 | 8 | 17 | 26 | 8 |
Avg Bars in Losers | 44 | 79 | 9 | 44 | 79 | 9 |
Bars Traded | 8942 | 7547 | 1395 | 8942 | 7547 | 1395 |
Profit Streak | 12.3597 | 12.3597 | 69.6097 | 12.3597 | 12.3597 | 69.6097 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473744 | 472339 | -363599 | -369025 | -578382 | -227639 |
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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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