Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411566.1255 | 305273.273 | 106292.8525 | 148775.2914 | 345524.1012 | -196748.8098 |
Total P&L (%) | 411.5661 | 305.2733 | 106.2929 | 148.7753 | 345.5241 | -196.7488 |
Avg Daily Profit (%) | 0.1795 | 0.1332 | 0.0464 | 0.0398 | 0.0652 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203053 | -192851 | -124608 | -360701 | -271732 | -384693 |
Profit Factor | 1.2349 | 1.3839 | 1.111 | 1.0618 | 1.331 | 0.8556 |
Total Trades | 413 | 206 | 207 | 413 | 206 | 207 |
Winning Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Losing Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Profitability (%) | 46.7312 | 46.6019 | 46.8599 | 46.7312 | 46.6019 | 46.8599 |
Ratio Avg Win / Avg Loss | 1.4076 | 1.5858 | 1.2599 | 1.2104 | 1.5251 | 0.9703 |
Largest Winning Trade | 55870 | 55870 | 54906 | 96331 | 96331 | 57945 |
Largest Losing Trade | -38940 | -38940 | -34435 | -118400 | -67611 | -118400 |
Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Winners | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 4537 | 2301 | 2236 | 4537 | 2301 | 2236 |
Profit Streak | 8.5744 | 0 | 11.5744 | 8.5744 | 0 | 11.5744 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322845 | -14069 | -229159 | -290469 | -105017 | -580562 |
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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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