Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327419.4825 | 313309.7475 | 14109.7351 | 19764.5337 | 194707.2356 | -174942.7019 |
Total P&L (%) | 327.4195 | 313.3097 | 14.1097 | 19.7645 | 194.7072 | -174.9427 |
Avg Daily Profit (%) | 0.1729 | 0.1655 | 0.0075 | 0.0095 | 0.0571 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203491 | -114098 | -117427 | -574324 | -364283 | -301304 |
Profit Factor | 1.2236 | 1.4012 | 1.0207 | 1.007 | 1.1294 | 0.869 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 194 | 100 | 94 | 194 | 100 | 94 |
Losing Trades | 148 | 71 | 77 | 148 | 71 | 77 |
Profitability (%) | 56.7251 | 58.4795 | 54.9708 | 56.7251 | 58.4795 | 54.9708 |
Ratio Avg Win / Avg Loss | 0.9335 | 0.9949 | 0.8361 | 0.7682 | 0.8019 | 0.7118 |
Largest Winning Trade | 93398 | 93398 | 45516 | 141451 | 141451 | 123223 |
Largest Losing Trade | -36232 | -36232 | -36039 | -124144 | -72867 | -124144 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 5632 | 2882 | 2750 | 5632 | 2882 | 2750 |
Profit Streak | 12.9696 | 0 | 23.9696 | 12.9696 | 0 | 23.9696 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319928 | 290838 | -417974 | -398144 | -194843 | -578484 |
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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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