Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244034.6253 | 206459.457 | 37575.1683 | -11603.5135 | -52838.4743 | 41234.9609 |
Total P&L (%) | 244.0346 | 206.4595 | 37.5752 | -11.6035 | -52.8385 | 41.235 |
Avg Daily Profit (%) | 0.172 | 0.1455 | 0.0265 | -0.0087 | -0.053 | 0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130624 | -121174 | -84422 | -249311 | -220345 | -155958 |
Profit Factor | 1.2042 | 1.27 | 1.0873 | 0.9934 | 0.9534 | 1.0662 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 154 | 76 | 78 | 154 | 76 | 78 |
Losing Trades | 186 | 94 | 92 | 186 | 94 | 92 |
Profitability (%) | 45.2941 | 44.7059 | 45.8824 | 45.2941 | 44.7059 | 45.8824 |
Ratio Avg Win / Avg Loss | 1.4544 | 1.5708 | 1.2825 | 1.1998 | 1.1792 | 1.2575 |
Largest Winning Trade | 126551 | 126551 | 22218 | 95075 | 95075 | 44109 |
Largest Losing Trade | -33646 | -33646 | -19608 | -75323 | -75323 | -46218 |
Avg Bars in Trades | 12 | 20 | 4 | 12 | 20 | 4 |
Avg Bars in Winners | 14 | 23 | 5 | 14 | 23 | 5 |
Avg Bars in Losers | 11 | 17 | 4 | 11 | 17 | 4 |
Bars Traded | 4217 | 3423 | 794 | 4217 | 3423 | 794 |
Profit Streak | 7.8876 | 7.8876 | 11.2209 | 7.8876 | 7.8876 | 11.2209 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311925 | 51458 | -284284 | -577326 | -579881 | -310101 |
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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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