Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814386.6075 | 788360.7212 | 26025.8863 | -19641.2724 | -51831.9771 | 32190.7047 |
Total P&L (%) | 814.3866 | 788.3607 | 26.0259 | -19.6413 | -51.832 | 32.1907 |
Avg Daily Profit (%) | 0.3514 | 0.3402 | 0.0112 | -0.0094 | -0.0315 | 0.012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168416 | -130300 | -277877 | -433524 | -352525 | -103204 |
Profit Factor | 1.4562 | 1.8352 | 1.0309 | 0.9877 | 0.9449 | 1.0487 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 130 | 54 | 76 | 130 | 54 | 76 |
Losing Trades | 216 | 119 | 97 | 216 | 119 | 97 |
Profitability (%) | 37.5723 | 31.2139 | 43.9306 | 37.5723 | 31.2139 | 43.9306 |
Ratio Avg Win / Avg Loss | 2.4195 | 4.0443 | 1.3158 | 1.6412 | 2.0824 | 1.3385 |
Largest Winning Trade | 555673 | 555673 | 41489 | 259972 | 259972 | 65382 |
Largest Losing Trade | -28946 | -28946 | -28428 | -94857 | -94857 | -39044 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 65 | 70 | 62 | 65 | 70 | 62 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 13770 | 6543 | 7226 | 13770 | 6543 | 7226 |
Profit Streak | 12.7638 | 0 | 14.2638 | 12.7638 | 0 | 14.2638 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326506 | 207475 | -369209 | -580412 | -584955 | -348015 |
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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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