Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454036.3989 | 402117.3346 | 51919.0643 | 41983.9786 | 262407.0431 | -220423.0645 |
Total P&L (%) | 454.0364 | 402.1173 | 51.9191 | 41.984 | 262.407 | -220.4231 |
Avg Daily Profit (%) | 0.1922 | 0.1702 | 0.022 | 0.0148 | 0.0545 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159235 | -100818 | -246578 | -469928 | -341268 | -603158 |
Profit Factor | 1.3172 | 1.5519 | 1.0739 | 1.0142 | 1.1749 | 0.8485 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Losing Trades | 181 | 95 | 86 | 181 | 95 | 86 |
Profitability (%) | 46.131 | 43.4524 | 48.8095 | 46.131 | 43.4524 | 48.8095 |
Ratio Avg Win / Avg Loss | 1.5381 | 2.0196 | 1.1263 | 1.1843 | 1.529 | 0.8899 |
Largest Winning Trade | 194289 | 194289 | 55199 | 312874 | 312874 | 69636 |
Largest Losing Trade | -41837 | -29399 | -41837 | -126062 | -104670 | -126062 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 36 | 35 | 36 | 36 | 35 | 36 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 9333 | 4349 | 4984 | 9333 | 4349 | 4984 |
Profit Streak | 13.9842 | 0 | 23.4842 | 13.9842 | 0 | 23.4842 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359330 | 293658 | -303286 | -378837 | -149075 | -580093 |
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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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