Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383846.5559 | 165085.3697 | 218761.1862 | 56941.7833 | -445621.294 | 502563.0773 |
Total P&L (%) | 383.8466 | 165.0854 | 218.7612 | 56.9418 | -445.6213 | 502.5631 |
Avg Daily Profit (%) | 0.232 | 0.0998 | 0.1322 | 0.0272 | 0 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146304 | -142540 | -134403 | -1391537 | -1379686 | -678465 |
Profit Factor | 1.316 | 1.2439 | 1.4066 | 1.0102 | 0.8674 | 1.2287 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 161 | 69 | 92 | 161 | 69 | 92 |
Losing Trades | 150 | 86 | 64 | 150 | 86 | 64 |
Profitability (%) | 51.7685 | 44.5161 | 58.9744 | 51.7685 | 44.5161 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.2261 | 1.5504 | 0.9785 | 0.9412 | 1.0811 | 0.8547 |
Largest Winning Trade | 156869 | 156869 | 45067 | 377519 | 377519 | 220498 |
Largest Losing Trade | -57084 | -55881 | -57084 | -572345 | -572345 | -454906 |
Avg Bars in Trades | 21 | 28 | 13 | 21 | 28 | 13 |
Avg Bars in Winners | 18 | 27 | 11 | 18 | 27 | 11 |
Avg Bars in Losers | 23 | 29 | 15 | 23 | 29 | 15 |
Bars Traded | 6540 | 4443 | 2097 | 6540 | 4443 | 2097 |
Profit Streak | 7.8468 | 0 | 9.3468 | 7.8468 | 0 | 9.3468 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391878 | -60512 | -15071 | -365465 | -580709 | -47221 |
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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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