Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650985.4228 | 672477.4125 | -21491.9898 | -55283.9821 | 197301.9284 | -252585.9106 |
Total P&L (%) | 650.9854 | 672.4774 | -21.492 | -55.284 | 197.3019 | -252.5859 |
Avg Daily Profit (%) | 0.2686 | 0.2775 | -0.0089 | -0.0332 | 0.045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213779 | -157517 | -96573 | -1011687 | -788599 | -276980 |
Profit Factor | 1.4935 | 1.6697 | 0.9318 | 0.9745 | 1.1195 | 0.5146 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 183 | 98 | 85 | 183 | 98 | 85 |
Profitability (%) | 35.7895 | 30.9859 | 40.5594 | 35.7895 | 30.9859 | 40.5594 |
Ratio Avg Win / Avg Loss | 2.6795 | 3.7188 | 1.3655 | 1.7484 | 2.4934 | 0.7542 |
Largest Winning Trade | 402614 | 402614 | 26692 | 296414 | 296414 | 36849 |
Largest Losing Trade | -38876 | -38876 | -23366 | -307722 | -307722 | -74565 |
Avg Bars in Trades | 16 | 31 | 2 | 16 | 31 | 2 |
Avg Bars in Winners | 28 | 62 | 2 | 28 | 62 | 2 |
Avg Bars in Losers | 10 | 17 | 1 | 10 | 17 | 1 |
Bars Traded | 4791 | 4480 | 311 | 4791 | 4480 | 311 |
Profit Streak | 68.4002 | 68.4002 | 69.4002 | 68.4002 | 68.4002 | 69.4002 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310466 | 174554 | -581711 | -580377 | -227838 | -583378 |
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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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