Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390213.0247 | 293907.8523 | 96305.1725 | 146819.7602 | -70516.5626 | 217336.3228 |
Total P&L (%) | 390.213 | 293.9079 | 96.3052 | 146.8198 | -70.5166 | 217.3363 |
Avg Daily Profit (%) | 0.1641 | 0.1236 | 0.0405 | 0.038 | -0.0513 | 0.0486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169374 | -158894 | -45424 | -993423 | -940816 | -307042 |
Profit Factor | 1.3124 | 1.3777 | 1.2044 | 1.0349 | 0.9744 | 1.1498 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 153 | 70 | 83 | 153 | 70 | 83 |
Losing Trades | 162 | 87 | 75 | 162 | 87 | 75 |
Profitability (%) | 48.5714 | 44.586 | 52.5316 | 48.5714 | 44.586 | 52.5316 |
Ratio Avg Win / Avg Loss | 1.3896 | 1.7123 | 1.0883 | 1.0958 | 1.211 | 1.039 |
Largest Winning Trade | 112224 | 112224 | 31513 | 399453 | 399453 | 266572 |
Largest Losing Trade | -37586 | -37586 | -37199 | -310918 | -310918 | -134677 |
Avg Bars in Trades | 14 | 22 | 7 | 14 | 22 | 7 |
Avg Bars in Winners | 16 | 27 | 7 | 16 | 27 | 7 |
Avg Bars in Losers | 13 | 18 | 7 | 13 | 18 | 7 |
Bars Traded | 4672 | 3496 | 1176 | 4672 | 3496 | 1176 |
Profit Streak | 0 | 203.6142 | 0 | 0 | 203.6142 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318341 | -26526 | -138441 | -322878 | -579260 | -182942 |
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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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