Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420081.0469 | 381144.6415 | 38936.4054 | -11714.7464 | 115488.6546 | -127203.401 |
Total P&L (%) | 420.081 | 381.1446 | 38.9364 | -11.7147 | 115.4887 | -127.2034 |
Avg Daily Profit (%) | 0.2016 | 0.183 | 0.0187 | -0.006 | 0.0369 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160574 | -138121 | -221152 | -773017 | -699101 | -506952 |
Profit Factor | 1.2802 | 1.5336 | 1.0496 | 0.9969 | 1.0601 | 0.9337 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 156 | 82 | 74 | 156 | 82 | 74 |
Profitability (%) | 47.1186 | 44.2177 | 50 | 47.1186 | 44.2177 | 50 |
Ratio Avg Win / Avg Loss | 1.4368 | 1.9347 | 1.0496 | 1.1189 | 1.3374 | 0.9337 |
Largest Winning Trade | 170248 | 170248 | 39981 | 241673 | 241673 | 141363 |
Largest Losing Trade | -55096 | -34165 | -55096 | -242358 | -242358 | -211365 |
Avg Bars in Trades | 83 | 87 | 80 | 83 | 87 | 80 |
Avg Bars in Winners | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Losers | 71 | 79 | 62 | 71 | 79 | 62 |
Bars Traded | 24696 | 12802 | 11895 | 24696 | 12802 | 11895 |
Profit Streak | 27.5687 | 27.5687 | 31.652 | 27.5687 | 27.5687 | 31.652 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341468 | 296101 | -334856 | -577224 | -299913 | -579483 |
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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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