Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374314.6885 | 351885.0269 | 22429.6616 | -66213.5023 | 308607.6446 | -374821.1469 |
Total P&L (%) | 374.3147 | 351.885 | 22.4297 | -66.2135 | 308.6076 | -374.8211 |
Avg Daily Profit (%) | 0.1969 | 0.1851 | 0.0118 | -0.0571 | 0.0741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223000 | -180686 | -161879 | -498160 | -169440 | -524569 |
Profit Factor | 1.2441 | 1.4724 | 1.0284 | 0.9672 | 1.3804 | 0.6896 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 181 | 92 | 89 | 181 | 92 | 89 |
Profitability (%) | 42.7215 | 41.7722 | 43.6709 | 42.7215 | 41.7722 | 43.6709 |
Ratio Avg Win / Avg Loss | 1.668 | 2.0524 | 1.3265 | 1.2968 | 1.9242 | 0.8895 |
Largest Winning Trade | 248440 | 248440 | 44613 | 118407 | 118407 | 101191 |
Largest Losing Trade | -55375 | -41771 | -55375 | -282490 | -74675 | -282490 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 46 | 50 | 42 | 46 | 50 | 42 |
Avg Bars in Losers | 27 | 30 | 24 | 27 | 30 | 24 |
Bars Traded | 11265 | 6119 | 5146 | 11265 | 6119 | 5146 |
Profit Streak | 513.0588 | 513.0588 | 513.3921 | 513.0588 | 513.0588 | 513.3921 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309788 | 266354 | -372818 | -578953 | -94718 | -582007 |
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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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