Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276176.1101 | 269984.5439 | 6191.5662 | -54314.282 | 8636.8366 | -62951.1186 |
Total P&L (%) | 276.1761 | 269.9845 | 6.1916 | -54.3143 | 8.6368 | -62.9511 |
Avg Daily Profit (%) | 0.2237 | 0.2187 | 0.005 | -0.0634 | 0.0067 | -0.0804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133084 | -82314 | -140143 | -121118 | -72430 | -102262 |
Profit Factor | 1.1953 | 1.4099 | 1.0082 | 0.9134 | 1.0291 | 0.8097 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 174 | 84 | 90 | 174 | 84 | 90 |
Losing Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Profitability (%) | 53.211 | 51.5337 | 54.878 | 53.211 | 51.5337 | 54.878 |
Ratio Avg Win / Avg Loss | 1.0511 | 1.326 | 0.829 | 0.8032 | 0.9679 | 0.6657 |
Largest Winning Trade | 54864 | 54864 | 35133 | 30983 | 30983 | 16588 |
Largest Losing Trade | -83616 | -40643 | -83616 | -56990 | -53199 | -56990 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 4901 | 2445 | 2456 | 4901 | 2445 | 2456 |
Profit Streak | 12.3927 | 23.6427 | 12.3927 | 12.3927 | 23.6427 | 12.3927 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 202673 | 372405 | -563243 | -577290 | -537989 | -578946 |
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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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