Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313294.8634 | 303525.6471 | 9769.2163 | 13002.2534 | 208275.4804 | -195273.227 |
Total P&L (%) | 313.2949 | 303.5256 | 9.7692 | 13.0023 | 208.2755 | -195.2732 |
Avg Daily Profit (%) | 0.3008 | 0.2914 | 0.0094 | 0.0117 | 0.1081 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156632 | -108624 | -104673 | -613115 | -361016 | -492527 |
Profit Factor | 1.394 | 1.7875 | 1.0238 | 1.004 | 1.1393 | 0.8888 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 141 | 62 | 79 | 141 | 62 | 79 |
Losing Trades | 212 | 114 | 98 | 212 | 114 | 98 |
Profitability (%) | 39.9433 | 35.2273 | 44.6328 | 39.9433 | 35.2273 | 44.6328 |
Ratio Avg Win / Avg Loss | 2.0959 | 3.2867 | 1.2701 | 1.5096 | 2.0949 | 1.1026 |
Largest Winning Trade | 375922 | 375922 | 27823 | 475248 | 475248 | 100300 |
Largest Losing Trade | -23500 | -13965 | -23500 | -119340 | -85509 | -119340 |
Avg Bars in Trades | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Winners | 106 | 102 | 109 | 106 | 102 | 109 |
Avg Bars in Losers | 45 | 41 | 50 | 45 | 41 | 50 |
Bars Traded | 24650 | 11034 | 13616 | 24650 | 11034 | 13616 |
Profit Streak | 12.7643 | 0 | 16.5559 | 12.7643 | 0 | 16.5559 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316739 | 230889 | -541523 | -466004 | -120136 | -580253 |
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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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