Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376665.3841 | 327278.6389 | 49386.7452 | -38888.4247 | 72095.2325 | -110983.6572 |
Total P&L (%) | 376.6654 | 327.2786 | 49.3867 | -38.8884 | 72.0952 | -110.9837 |
Avg Daily Profit (%) | 0.2021 | 0.1756 | 0.0265 | -0.0264 | 0.0291 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177103 | -135860 | -148803 | -182243 | -101255 | -217542 |
Profit Factor | 1.2207 | 1.4517 | 1.0503 | 0.9669 | 1.1482 | 0.8387 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Losing Trades | 184 | 97 | 87 | 184 | 97 | 87 |
Profitability (%) | 44.0729 | 40.8537 | 47.2727 | 44.0729 | 40.8537 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.549 | 2.1018 | 1.1715 | 1.2269 | 1.6624 | 0.9355 |
Largest Winning Trade | 96020 | 96020 | 46707 | 75242 | 75242 | 39899 |
Largest Losing Trade | -51298 | -20193 | -51298 | -52155 | -33029 | -52155 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 3708 | 1790 | 1918 | 3708 | 1790 | 1918 |
Profit Streak | 13.3884 | 0 | 15.3884 | 13.3884 | 0 | 15.3884 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311254 | 236124 | -323981 | -578814 | -213304 | -580669 |
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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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