Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438583.77 | 428628.9886 | 9954.7814 | -40629.9706 | 59312.0013 | -99941.9719 |
Total P&L (%) | 438.5838 | 428.629 | 9.9548 | -40.63 | 59.312 | -99.942 |
Avg Daily Profit (%) | 0.1863 | 0.1821 | 0.0042 | -0.0221 | 0.0198 | -0.3161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175131 | -147554 | -221633 | -214716 | -232587 | -240050 |
Profit Factor | 1.2794 | 1.5559 | 1.0125 | 0.9715 | 1.0833 | 0.8595 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 211 | 108 | 103 | 211 | 108 | 103 |
Profitability (%) | 43.2796 | 41.9355 | 44.6237 | 43.2796 | 41.9355 | 44.6237 |
Ratio Avg Win / Avg Loss | 1.6767 | 2.1543 | 1.2564 | 1.2732 | 1.4999 | 1.0666 |
Largest Winning Trade | 236373 | 236373 | 55195 | 136604 | 136604 | 44164 |
Largest Losing Trade | -44600 | -31875 | -44600 | -76224 | -76224 | -58766 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 6966 | 3825 | 3141 | 6966 | 3825 | 3141 |
Profit Streak | 6.9216 | 0 | 8.9216 | 6.9216 | 0 | 8.9216 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319219 | 280327 | -560491 | -578817 | -298516 | -579837 |
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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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