Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367990.0016 | 405376.5806 | -37386.579 | -63144.0172 | 231885.6476 | -295029.6647 |
Total P&L (%) | 367.99 | 405.3766 | -37.3866 | -63.144 | 231.8856 | -295.0297 |
Avg Daily Profit (%) | 0.2079 | 0.229 | -0.0211 | -0.0564 | 0.0678 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244050 | -171437 | -138347 | -718493 | -570429 | -544547 |
Profit Factor | 1.3015 | 1.5636 | 0.9254 | 0.984 | 1.0993 | 0.8178 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Losing Trades | 182 | 95 | 87 | 182 | 95 | 87 |
Profitability (%) | 44.6809 | 42.0732 | 47.2727 | 44.6809 | 42.0732 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.6114 | 2.1528 | 1.0322 | 1.2183 | 1.5136 | 0.9122 |
Largest Winning Trade | 245752 | 245752 | 59739 | 476516 | 476516 | 207276 |
Largest Losing Trade | -31435 | -24599 | -31435 | -173076 | -162874 | -173076 |
Avg Bars in Trades | 31 | 42 | 20 | 31 | 42 | 20 |
Avg Bars in Winners | 45 | 65 | 27 | 45 | 65 | 27 |
Avg Bars in Losers | 20 | 25 | 14 | 20 | 25 | 14 |
Bars Traded | 10368 | 6907 | 3461 | 10368 | 6907 | 3461 |
Profit Streak | 17.3742 | 23.8742 | 17.3742 | 17.3742 | 23.8742 | 17.3742 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346012 | 321393 | -579016 | -578392 | -214325 | -580683 |
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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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