Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399721.8793 | 366118.7425 | 33603.1368 | -17361.6033 | 66287.815 | -83649.4183 |
Total P&L (%) | 399.7219 | 366.1187 | 33.6031 | -17.3616 | 66.2878 | -83.6494 |
Avg Daily Profit (%) | 0.213 | 0.1951 | 0.0179 | -0.0102 | 0.0271 | -0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240157 | -106870 | -190981 | -216755 | -128704 | -184128 |
Profit Factor | 1.259 | 1.4601 | 1.0449 | 0.9821 | 1.1235 | 0.8062 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Losing Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Profitability (%) | 42.4165 | 42.268 | 42.5641 | 42.4165 | 42.268 | 42.5641 |
Ratio Avg Win / Avg Loss | 1.7092 | 1.9942 | 1.41 | 1.3332 | 1.5346 | 1.0879 |
Largest Winning Trade | 121651 | 121651 | 72774 | 110317 | 110317 | 65049 |
Largest Losing Trade | -37871 | -37871 | -26338 | -53378 | -53378 | -41908 |
Avg Bars in Trades | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Winners | 21 | 16 | 27 | 21 | 16 | 27 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 5566 | 2241 | 3325 | 5566 | 2241 | 3325 |
Profit Streak | 20.6002 | 0 | 51.9335 | 20.6002 | 0 | 51.9335 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309317 | 269412 | -343545 | -579195 | -242732 | -579848 |
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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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