Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436331.6004 | 286416.44 | 149915.1604 | 119301.4702 | -496964.8236 | 616266.2938 |
Total P&L (%) | 436.3316 | 286.4164 | 149.9152 | 119.3015 | -496.9648 | 616.2663 |
Avg Daily Profit (%) | 0.2402 | 0.1577 | 0.0825 | 0.0432 | 0 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176392 | -117598 | -76053 | -1232119 | -1001695 | -645697 |
Profit Factor | 1.3634 | 1.4204 | 1.2886 | 1.0139 | 0.8977 | 1.1652 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 159 | 67 | 92 | 159 | 67 | 92 |
Losing Trades | 215 | 120 | 95 | 215 | 120 | 95 |
Profitability (%) | 42.5134 | 35.8289 | 49.1979 | 42.5134 | 35.8289 | 49.1979 |
Ratio Avg Win / Avg Loss | 1.8436 | 2.544 | 1.3306 | 1.371 | 1.6079 | 1.2032 |
Largest Winning Trade | 276173 | 276173 | 55860 | 578156 | 578156 | 315656 |
Largest Losing Trade | -29208 | -29208 | -22124 | -242393 | -227366 | -242393 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 10772 | 4748 | 6023 | 10772 | 4748 | 6023 |
Profit Streak | 14.2523 | 0 | 27.419 | 14.2523 | 0 | 27.419 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340643 | 157695 | -81627 | -340485 | -582809 | -85457 |
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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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