Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320155.6627 | 337236.0032 | -17080.3406 | -35417.5335 | 257000.8779 | -292418.4113 |
Total P&L (%) | 320.1557 | 337.236 | -17.0803 | -35.4175 | 257.0009 | -292.4184 |
Avg Daily Profit (%) | 0.1716 | 0.1808 | -0.0092 | -0.0234 | 0.0682 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174952 | -135339 | -167356 | -429348 | -210564 | -401101 |
Profit Factor | 1.2578 | 1.5836 | 0.9743 | 0.9791 | 1.3805 | 0.7137 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 139 | 66 | 73 | 139 | 66 | 73 |
Losing Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Profitability (%) | 48.2639 | 45.8333 | 50.6944 | 48.2639 | 45.8333 | 50.6944 |
Ratio Avg Win / Avg Loss | 1.3483 | 1.8715 | 0.9476 | 1.0496 | 1.6315 | 0.6942 |
Largest Winning Trade | 204644 | 204644 | 42602 | 178509 | 178509 | 66590 |
Largest Losing Trade | -35861 | -24976 | -35861 | -98976 | -36897 | -98976 |
Avg Bars in Trades | 19 | 17 | 20 | 19 | 17 | 20 |
Avg Bars in Winners | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 5505 | 2544 | 2961 | 5505 | 2544 | 2961 |
Profit Streak | 1.8506 | 0 | 8.184 | 1.8506 | 0 | 8.184 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 219803 | 319305 | -579909 | -580210 | -101641 | -579909 |
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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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