Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292694.1067 | 153342.8398 | 139351.2669 | 39774.8829 | -106497.2548 | 146272.1377 |
Total P&L (%) | 292.6941 | 153.3428 | 139.3513 | 39.7749 | -106.4973 | 146.2721 |
Avg Daily Profit (%) | 0.1615 | 0.0846 | 0.0769 | 0.0185 | 0 | 0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187813 | -114823 | -120497 | -1143193 | -663395 | -838707 |
Profit Factor | 1.2219 | 1.2191 | 1.2252 | 1.0065 | 0.966 | 1.0491 |
Total Trades | 433 | 216 | 217 | 433 | 216 | 217 |
Winning Trades | 188 | 84 | 104 | 188 | 84 | 104 |
Losing Trades | 245 | 132 | 113 | 245 | 132 | 113 |
Profitability (%) | 43.418 | 38.8889 | 47.9263 | 43.418 | 38.8889 | 47.9263 |
Ratio Avg Win / Avg Loss | 1.5924 | 1.9157 | 1.3312 | 1.3117 | 1.518 | 1.1399 |
Largest Winning Trade | 102141 | 102141 | 32965 | 306469 | 306469 | 239991 |
Largest Losing Trade | -33741 | -25948 | -33741 | -269360 | -193417 | -269360 |
Avg Bars in Trades | 49 | 55 | 43 | 49 | 55 | 43 |
Avg Bars in Winners | 70 | 84 | 58 | 70 | 84 | 58 |
Avg Bars in Losers | 33 | 36 | 29 | 33 | 36 | 29 |
Bars Traded | 21325 | 11915 | 9410 | 21325 | 11915 | 9410 |
Profit Streak | 11.1356 | 0 | 33.8856 | 11.1356 | 0 | 33.8856 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300666 | -83058 | -89910 | -383442 | -581746 | -292229 |
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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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