Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369909.9867 | 432886.7653 | -62976.7786 | -87395.3811 | 109268.2785 | -196663.6596 |
Total P&L (%) | 369.91 | 432.8868 | -62.9768 | -87.3954 | 109.2683 | -196.6637 |
Avg Daily Profit (%) | 0.1564 | 0.183 | -0.0266 | -0.0875 | 0.0312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198001 | -163793 | -251865 | -449750 | -173938 | -414676 |
Profit Factor | 1.2342 | 1.5446 | 0.9197 | 0.9422 | 1.1595 | 0.7624 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Losing Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Profitability (%) | 50.1618 | 47.0968 | 53.2468 | 50.1618 | 47.0968 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.2263 | 1.735 | 0.8075 | 0.9362 | 1.3025 | 0.6694 |
Largest Winning Trade | 252603 | 252603 | 60335 | 209105 | 209105 | 111727 |
Largest Losing Trade | -70635 | -33397 | -70635 | -139980 | -101614 | -139980 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 28 | 21 | 34 | 28 | 21 | 34 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 7015 | 3010 | 4005 | 7015 | 3010 | 4005 |
Profit Streak | 14.2123 | 14.2123 | 24.879 | 14.2123 | 14.2123 | 24.879 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357128 | 365946 | -578802 | -577788 | -196238 | -578802 |
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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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