Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369206.2281 | 285750.7475 | 83455.4806 | -8780.2631 | 122842.6587 | -131622.9219 |
Total P&L (%) | 369.2062 | 285.7507 | 83.4555 | -8.7803 | 122.8427 | -131.6229 |
Avg Daily Profit (%) | 0.2487 | 0.1925 | 0.0562 | -0.0062 | 0.054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117110 | -147160 | -136972 | -282916 | -262293 | -219636 |
Profit Factor | 1.2443 | 1.4221 | 1.1001 | 0.9949 | 1.1592 | 0.859 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 153 | 72 | 81 | 153 | 72 | 81 |
Losing Trades | 198 | 104 | 94 | 198 | 104 | 94 |
Profitability (%) | 43.5897 | 40.9091 | 46.2857 | 43.5897 | 40.9091 | 46.2857 |
Ratio Avg Win / Avg Loss | 1.6103 | 2.0541 | 1.2766 | 1.2875 | 1.6744 | 0.9968 |
Largest Winning Trade | 138505 | 138505 | 37891 | 113963 | 113963 | 39060 |
Largest Losing Trade | -54905 | -20494 | -54905 | -89458 | -60162 | -89458 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4442 | 1998 | 2444 | 4442 | 1998 | 2444 |
Profit Streak | 5.0987 | 6.0987 | 0 | 5.0987 | 6.0987 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332177 | 262877 | -229121 | -578776 | -167287 | -581583 |
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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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