Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296070.5285 | 122600.4554 | 173470.073 | -18068.4941 | -148415.0406 | 130346.5465 |
Total P&L (%) | 296.0705 | 122.6005 | 173.4701 | -18.0685 | -148.415 | 130.3465 |
Avg Daily Profit (%) | 0.1784 | 0.0739 | 0.1045 | -0.012 | 0 | 0.0503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152625 | -149749 | -99033 | -856479 | -885306 | -416170 |
Profit Factor | 1.2179 | 1.167 | 1.2777 | 0.9958 | 0.9364 | 1.066 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 216 | 99 | 117 | 216 | 99 | 117 |
Losing Trades | 167 | 92 | 75 | 167 | 92 | 75 |
Profitability (%) | 56.3969 | 51.8325 | 60.9375 | 56.3969 | 51.8325 | 60.9375 |
Ratio Avg Win / Avg Loss | 0.9416 | 1.0845 | 0.819 | 0.7699 | 0.8701 | 0.6833 |
Largest Winning Trade | 132591 | 132591 | 40398 | 215975 | 215975 | 130918 |
Largest Losing Trade | -64825 | -64825 | -33284 | -494425 | -494425 | -203396 |
Avg Bars in Trades | 51 | 74 | 27 | 51 | 74 | 27 |
Avg Bars in Winners | 33 | 42 | 26 | 33 | 42 | 26 |
Avg Bars in Losers | 73 | 108 | 30 | 73 | 108 | 30 |
Bars Traded | 19569 | 14194 | 5375 | 19569 | 14194 | 5375 |
Profit Streak | 18.4251 | 19.4251 | 18.4251 | 18.4251 | 19.4251 | 18.4251 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352625 | -128984 | -51551 | -576334 | -578624 | -271718 |
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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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