Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356636.5304 | 248692.073 | 107944.4574 | 274993.952 | 365178.7992 | -90184.8472 |
Total P&L (%) | 356.6365 | 248.6921 | 107.9445 | 274.994 | 365.1788 | -90.1848 |
Avg Daily Profit (%) | 0.2497 | 0.1741 | 0.0756 | 0.0926 | 0.1077 | -0.1624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90742 | -86964 | -101985 | -444319 | -368463 | -377384 |
Profit Factor | 1.3126 | 1.4793 | 1.1735 | 1.0903 | 1.2636 | 0.9457 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 217 | 113 | 104 | 217 | 113 | 104 |
Profitability (%) | 40.8719 | 38.587 | 43.1694 | 40.8719 | 38.587 | 43.1694 |
Ratio Avg Win / Avg Loss | 1.8989 | 2.3545 | 1.5449 | 1.5773 | 2.0111 | 1.245 |
Largest Winning Trade | 113445 | 113445 | 54951 | 292182 | 292182 | 97358 |
Largest Losing Trade | -35659 | -18375 | -35659 | -110535 | -81420 | -110535 |
Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Winners | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 2825 | 1518 | 1307 | 2825 | 1518 | 1307 |
Profit Streak | 19.5595 | 19.5595 | 20.5595 | 19.5595 | 19.5595 | 20.5595 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325049 | 233831 | -122008 | -189765 | -51467 | -580533 |
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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) |
---|