Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345047.9243 | 153743.4316 | 191304.4928 | -2124.8747 | 44664.8431 | -46789.7178 |
Total P&L (%) | 345.0479 | 153.7434 | 191.3045 | -2.1249 | 44.6648 | -46.7897 |
Avg Daily Profit (%) | 0.2082 | 0.0928 | 0.1155 | -0.0013 | 0.0223 | -0.0381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210225 | -141916 | -134743 | -716371 | -414024 | -488566 |
Profit Factor | 1.2546 | 1.2068 | 1.3127 | 0.9994 | 1.0268 | 0.9712 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Losing Trades | 144 | 76 | 68 | 144 | 76 | 68 |
Profitability (%) | 50.5155 | 47.5862 | 53.4247 | 50.5155 | 47.5862 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.229 | 1.3292 | 1.1444 | 0.979 | 1.1309 | 0.8467 |
Largest Winning Trade | 110686 | 110686 | 36456 | 282980 | 282980 | 188842 |
Largest Losing Trade | -47701 | -45437 | -47701 | -270933 | -109987 | -270933 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 4917 | 2579 | 2338 | 4917 | 2579 | 2338 |
Profit Streak | 3.8203 | 0 | 7.8203 | 3.8203 | 0 | 7.8203 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323204 | -70411 | -37478 | -579297 | -356799 | -579547 |
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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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