Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406302.0846 | 416631.4062 | -10329.3216 | 14690.5717 | 294652.008 | -279961.4363 |
Total P&L (%) | 406.3021 | 416.6314 | -10.3293 | 14.6906 | 294.652 | -279.9614 |
Avg Daily Profit (%) | 0.195 | 0.2 | -0.005 | 0.0066 | 0.0659 | 0 |
Buy And Hold Return (%) | 56.0217 | 56.0217 | 56.0217 | 56.0217 | 56.0217 | 56.0217 |
Max Trade Drawdown | -156998 | -93727 | -90796 | -761260 | -466029 | -603546 |
Profit Factor | 1.3209 | 1.6141 | 0.9824 | 1.0037 | 1.1442 | 0.8569 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Losing Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Profitability (%) | 43.771 | 41.6107 | 45.9459 | 43.771 | 41.6107 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.6968 | 2.265 | 1.1558 | 1.2893 | 1.6055 | 1.0081 |
Largest Winning Trade | 216515 | 216515 | 30335 | 343653 | 343653 | 125487 |
Largest Losing Trade | -51309 | -38664 | -51309 | -388245 | -163277 | -388245 |
Avg Bars in Trades | 83 | 100 | 65 | 83 | 100 | 65 |
Avg Bars in Winners | 105 | 123 | 89 | 105 | 123 | 89 |
Avg Bars in Losers | 66 | 84 | 46 | 66 | 84 | 46 |
Bars Traded | 24734 | 14989 | 9746 | 24734 | 14989 | 9746 |
Profit Streak | 14.1011 | 15.0177 | 0 | 14.1011 | 15.0177 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310584 | 282258 | -580850 | -566572 | -169760 | -580850 |
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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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