Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440178.2656 | 448106.3098 | -7928.0442 | -68231.9487 | -78499.2579 | 10267.3092 |
Total P&L (%) | 440.1783 | 448.1063 | -7.928 | -68.2319 | -78.4993 | 10.2673 |
Avg Daily Profit (%) | 0.2358 | 0.2401 | -0.0042 | -0.0614 | -0.0823 | 0.0052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255261 | -134693 | -213494 | -197290 | -123674 | -113641 |
Profit Factor | 1.2676 | 1.4919 | 0.9892 | 0.8637 | 0.7293 | 1.0487 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 166 | 76 | 90 | 166 | 76 | 90 |
Losing Trades | 190 | 102 | 88 | 190 | 102 | 88 |
Profitability (%) | 46.6292 | 42.6966 | 50.5618 | 46.6292 | 42.6966 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.4508 | 2.0022 | 0.9672 | 0.9886 | 0.9788 | 1.0254 |
Largest Winning Trade | 284700 | 284700 | 41749 | 45270 | 16505 | 45270 |
Largest Losing Trade | -52133 | -37228 | -52133 | -61951 | -61951 | -42271 |
Avg Bars in Trades | 31 | 35 | 26 | 31 | 35 | 26 |
Avg Bars in Winners | 38 | 47 | 29 | 38 | 47 | 29 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 11036 | 6256 | 4780 | 11036 | 6256 | 4780 |
Profit Streak | 17.2192 | 25.2192 | 17.2192 | 17.2192 | 25.2192 | 17.2192 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354292 | 320075 | -579481 | -578749 | -582218 | -508897 |
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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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