Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455388.873 | 431793.2731 | 23595.5999 | 33867.9731 | 55589.3731 | -21721.3999 |
Total P&L (%) | 455.3889 | 431.7933 | 23.5956 | 33.868 | 55.5894 | -21.7214 |
Avg Daily Profit (%) | 0.2186 | 0.2073 | 0.0113 | 0.014 | 0.0212 | -0.0118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164679 | -109329 | -141340 | -110126 | -67732 | -93865 |
Profit Factor | 1.4621 | 1.8851 | 1.0474 | 1.044 | 1.1449 | 0.9438 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Profitability (%) | 44.3299 | 40.2062 | 48.4536 | 44.3299 | 40.2062 | 48.4536 |
Ratio Avg Win / Avg Loss | 1.8361 | 2.8035 | 1.1143 | 1.311 | 1.7027 | 1.0041 |
Largest Winning Trade | 303024 | 303024 | 45451 | 78468 | 78468 | 36050 |
Largest Losing Trade | -42235 | -41571 | -42235 | -46781 | -41571 | -46781 |
Avg Bars in Trades | 125 | 132 | 118 | 125 | 132 | 118 |
Avg Bars in Winners | 156 | 161 | 152 | 156 | 161 | 152 |
Avg Bars in Losers | 101 | 114 | 87 | 101 | 114 | 87 |
Bars Traded | 24425 | 12896 | 11528 | 24425 | 12896 | 11528 |
Profit Streak | 17.2972 | 0 | 148.2138 | 17.2972 | 0 | 148.2138 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336428 | 257670 | -350015 | -349677 | -229565 | -578564 |
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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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