Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314183.5635 | 241898.5011 | 72285.0624 | -37856.5673 | 166138.0798 | -203994.6471 |
Total P&L (%) | 314.1836 | 241.8985 | 72.2851 | -37.8566 | 166.1381 | -203.9946 |
Avg Daily Profit (%) | 0.1651 | 0.1271 | 0.038 | -0.025 | 0.0515 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214283 | -55724 | -188360 | -585079 | -224757 | -452906 |
Profit Factor | 1.2181 | 1.4175 | 1.084 | 0.9858 | 1.1694 | 0.8796 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Losing Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Profitability (%) | 55.3691 | 55.7047 | 55.0336 | 55.3691 | 55.7047 | 55.0336 |
Ratio Avg Win / Avg Loss | 0.9819 | 1.1272 | 0.8857 | 0.7947 | 0.9299 | 0.7187 |
Largest Winning Trade | 57884 | 31508 | 57884 | 200937 | 80562 | 200937 |
Largest Losing Trade | -60606 | -38355 | -60606 | -247144 | -83744 | -247144 |
Avg Bars in Trades | 75 | 53 | 97 | 75 | 53 | 97 |
Avg Bars in Winners | 70 | 43 | 96 | 70 | 43 | 96 |
Avg Bars in Losers | 82 | 66 | 98 | 82 | 66 | 98 |
Bars Traded | 22528 | 7968 | 14560 | 22528 | 7968 | 14560 |
Profit Streak | 44.2171 | 59.4671 | 44.2171 | 44.2171 | 59.4671 | 44.2171 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305345 | -21349 | -270952 | -577536 | -158897 | -579730 |
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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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