Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358780.0232 | 356822.9246 | 1957.0986 | -47754.2391 | 15416.109 | -63170.3481 |
Total P&L (%) | 358.78 | 356.8229 | 1.9571 | -47.7542 | 15.4161 | -63.1703 |
Avg Daily Profit (%) | 0.1722 | 0.1713 | 0.0009 | -0.0312 | 0.0069 | -0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132509 | -76910 | -256160 | -116003 | -70354 | -154773 |
Profit Factor | 1.2237 | 1.4748 | 1.0023 | 0.9522 | 1.0329 | 0.881 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 218 | 98 | 120 | 218 | 98 | 120 |
Losing Trades | 275 | 148 | 127 | 275 | 148 | 127 |
Profitability (%) | 44.2191 | 39.8374 | 48.583 | 44.2191 | 39.8374 | 48.583 |
Ratio Avg Win / Avg Loss | 1.5437 | 2.2273 | 1.0608 | 1.2012 | 1.5599 | 0.9324 |
Largest Winning Trade | 235559 | 235559 | 41217 | 48020 | 48020 | 22156 |
Largest Losing Trade | -56417 | -30907 | -56417 | -38904 | -16912 | -38904 |
Avg Bars in Trades | 49 | 39 | 60 | 49 | 39 | 60 |
Avg Bars in Winners | 71 | 58 | 81 | 71 | 58 | 81 |
Avg Bars in Losers | 33 | 26 | 40 | 33 | 26 | 40 |
Bars Traded | 24643 | 9728 | 14915 | 24643 | 9728 | 14915 |
Profit Streak | 15.0892 | 0 | 16.3392 | 15.0892 | 0 | 16.3392 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324945 | 231065 | -574571 | -578197 | -380012 | -580016 |
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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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