Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336231.8469 | 335771.4636 | 460.3833 | -60815.3207 | 247105.2009 | -307920.5215 |
Total P&L (%) | 336.2318 | 335.7715 | 0.4604 | -60.8153 | 247.1052 | -307.9205 |
Avg Daily Profit (%) | 0.1774 | 0.1771 | 0.0002 | -0.0494 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184262 | -132991 | -147390 | -518463 | -198326 | -412101 |
Profit Factor | 1.1521 | 1.3 | 1.0004 | 0.9787 | 1.1874 | 0.7997 |
Total Trades | 613 | 306 | 307 | 613 | 306 | 307 |
Winning Trades | 372 | 182 | 190 | 372 | 182 | 190 |
Losing Trades | 241 | 124 | 117 | 241 | 124 | 117 |
Profitability (%) | 60.6852 | 59.4771 | 61.8893 | 60.6852 | 59.4771 | 61.8893 |
Ratio Avg Win / Avg Loss | 0.7464 | 0.8857 | 0.616 | 0.6341 | 0.809 | 0.4924 |
Largest Winning Trade | 95215 | 95215 | 36545 | 76033 | 73542 | 76033 |
Largest Losing Trade | -61822 | -36439 | -61822 | -231711 | -75256 | -231711 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 7342 | 3841 | 3501 | 7342 | 3841 | 3501 |
Profit Streak | 14.2031 | 14.2031 | 23.2031 | 14.2031 | 14.2031 | 23.2031 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41045 | 323572 | -575655 | -574417 | -118214 | -576443 |
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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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