Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307269.4564 | 243275.7453 | 63993.711 | -32308.9928 | -5129.0087 | -27179.9841 |
Total P&L (%) | 307.2695 | 243.2757 | 63.9937 | -32.309 | -5.129 | -27.18 |
Avg Daily Profit (%) | 0.1613 | 0.1277 | 0.0336 | -0.0205 | -0.0028 | -0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128987 | -131594 | -72321 | -442680 | -362177 | -154200 |
Profit Factor | 1.32 | 1.5004 | 1.135 | 0.9811 | 0.9942 | 0.9669 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 48.3696 | 45.6522 | 51.087 | 48.3696 | 45.6522 | 51.087 |
Ratio Avg Win / Avg Loss | 1.409 | 1.7862 | 1.0867 | 1.0472 | 1.1836 | 0.9257 |
Largest Winning Trade | 313094 | 313094 | 52613 | 229267 | 229267 | 71642 |
Largest Losing Trade | -38022 | -30549 | -38022 | -97817 | -97817 | -95921 |
Avg Bars in Trades | 29 | 24 | 35 | 29 | 24 | 35 |
Avg Bars in Winners | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5480 | 2246 | 3234 | 5480 | 2246 | 3234 |
Profit Streak | 16.17 | 17.8366 | 16.17 | 16.17 | 17.8366 | 16.17 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345112 | -20769 | -220025 | -577021 | -579766 | -580368 |
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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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