Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448274.8747 | 469869.9127 | -21595.038 | -70505.7992 | 5703.5663 | -76209.3655 |
Total P&L (%) | 448.2749 | 469.8699 | -21.595 | -70.5058 | 5.7036 | -76.2094 |
Avg Daily Profit (%) | 0.2392 | 0.2507 | -0.0115 | -0.0651 | 0.003 | -0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130968 | -96363 | -173790 | -102159 | -45393 | -101153 |
Profit Factor | 1.3215 | 1.6924 | 0.9698 | 0.8867 | 1.0188 | 0.7616 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 179 | 92 | 87 | 179 | 92 | 87 |
Profitability (%) | 41.6938 | 39.8693 | 43.5065 | 41.6938 | 39.8693 | 43.5065 |
Ratio Avg Win / Avg Loss | 1.848 | 2.5525 | 1.2593 | 1.24 | 1.5366 | 0.9889 |
Largest Winning Trade | 323735 | 323735 | 81054 | 60942 | 60942 | 50094 |
Largest Losing Trade | -53137 | -40566 | -53137 | -45393 | -45393 | -27988 |
Avg Bars in Trades | 72 | 67 | 78 | 72 | 67 | 78 |
Avg Bars in Winners | 113 | 103 | 121 | 113 | 103 | 121 |
Avg Bars in Losers | 44 | 43 | 44 | 44 | 43 | 44 |
Bars Traded | 22352 | 10300 | 12052 | 22352 | 10300 | 12052 |
Profit Streak | 13.3534 | 16.8534 | 13.3534 | 13.3534 | 16.8534 | 13.3534 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314510 | 293013 | -580780 | -579657 | -556446 | -582447 |
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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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