Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439610.5584 | 411535.841 | 28074.7173 | -73421.6385 | 372524.4906 | -445946.1292 |
Total P&L (%) | 439.6106 | 411.5358 | 28.0747 | -73.4216 | 372.5245 | -445.9461 |
Avg Daily Profit (%) | 0.1863 | 0.1744 | 0.0119 | -0.0561 | 0.0658 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193260 | -94158 | -201491 | -313210 | -99966 | -530606 |
Profit Factor | 1.2883 | 1.6483 | 1.0315 | 0.9567 | 1.6783 | 0.6109 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 131 | 59 | 72 | 131 | 59 | 72 |
Losing Trades | 146 | 79 | 67 | 146 | 79 | 67 |
Profitability (%) | 47.2924 | 42.7536 | 51.7986 | 47.2924 | 42.7536 | 51.7986 |
Ratio Avg Win / Avg Loss | 1.4358 | 2.207 | 0.9599 | 1.0662 | 2.2473 | 0.5685 |
Largest Winning Trade | 139557 | 139557 | 38914 | 188874 | 188874 | 75627 |
Largest Losing Trade | -78542 | -34511 | -78542 | -213490 | -35614 | -213490 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 16 | 12 | 19 | 16 | 12 | 19 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 4559 | 1918 | 2641 | 4559 | 1918 | 2641 |
Profit Streak | 11.0511 | 0 | 23.5511 | 11.0511 | 0 | 23.5511 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317885 | 280616 | -366368 | -577797 | -104591 | -579419 |
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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) |
---|