Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296768.7135 | 242038.3209 | 54730.3926 | -20893.9183 | -132806.0173 | 111912.0989 |
Total P&L (%) | 296.7687 | 242.0383 | 54.7304 | -20.8939 | -132.806 | 111.9121 |
Avg Daily Profit (%) | 0.1544 | 0.1259 | 0.0285 | -0.0122 | 0 | 0.0391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172977 | -117324 | -109898 | -501489 | -467085 | -328896 |
Profit Factor | 1.216 | 1.324 | 1.0873 | 0.9936 | 0.9297 | 1.0805 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 165 | 81 | 84 | 165 | 81 | 84 |
Losing Trades | 172 | 88 | 84 | 172 | 88 | 84 |
Profitability (%) | 48.9614 | 47.929 | 50 | 48.9614 | 47.929 | 50 |
Ratio Avg Win / Avg Loss | 1.2676 | 1.4384 | 1.0873 | 1.0358 | 1.01 | 1.0805 |
Largest Winning Trade | 133977 | 133977 | 43900 | 213909 | 213909 | 121298 |
Largest Losing Trade | -30141 | -25296 | -30141 | -122762 | -122762 | -108393 |
Avg Bars in Trades | 67 | 61 | 73 | 67 | 61 | 73 |
Avg Bars in Winners | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Losers | 65 | 60 | 69 | 65 | 60 | 69 |
Bars Traded | 22816 | 10389 | 12427 | 22816 | 10389 | 12427 |
Profit Streak | 19.6586 | 19.9919 | 19.6586 | 19.6586 | 19.9919 | 19.6586 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350100 | -23717 | -278954 | -576187 | -578117 | -271290 |
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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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