Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330684.8797 | 327064.429 | 3620.4506 | -78158.3736 | 109616.2491 | -187774.6227 |
Total P&L (%) | 330.6849 | 327.0644 | 3.6205 | -78.1584 | 109.6162 | -187.7746 |
Avg Daily Profit (%) | 0.2077 | 0.2054 | 0.0023 | -0.0955 | 0.0465 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247761 | -123485 | -161565 | -371120 | -196329 | -214262 |
Profit Factor | 1.2155 | 1.4264 | 1.0047 | 0.9401 | 1.1585 | 0.6938 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 218 | 105 | 113 | 218 | 105 | 113 |
Losing Trades | 272 | 140 | 132 | 272 | 140 | 132 |
Profitability (%) | 44.4898 | 42.8571 | 46.1224 | 44.4898 | 42.8571 | 46.1224 |
Ratio Avg Win / Avg Loss | 1.5166 | 1.9019 | 1.1737 | 1.173 | 1.5447 | 0.8105 |
Largest Winning Trade | 334830 | 334830 | 49116 | 293451 | 293451 | 40981 |
Largest Losing Trade | -55044 | -47412 | -55044 | -164534 | -164534 | -48855 |
Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Winners | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 4513 | 2432 | 2081 | 4513 | 2432 | 2081 |
Profit Streak | 3.2522 | 9.9189 | 0 | 3.2522 | 9.9189 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293435 | 322771 | -571394 | -579325 | -176525 | -581281 |
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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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