Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448418.4803 | 434772.3877 | 13646.0926 | -89243.7879 | -265771.8616 | 176528.0736 |
Total P&L (%) | 448.4185 | 434.7724 | 13.6461 | -89.2438 | -265.7719 | 176.5281 |
Avg Daily Profit (%) | 0.302 | 0.2928 | 0.0092 | -0.1501 | 0 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -333458 | -156977 | -211288 | -820527 | -753249 | -610300 |
Profit Factor | 1.3654 | 1.6502 | 1.0244 | 0.9695 | 0.8383 | 1.1377 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 105 | 44 | 61 | 105 | 44 | 61 |
Losing Trades | 147 | 82 | 65 | 147 | 82 | 65 |
Profitability (%) | 41.6667 | 34.9206 | 48.4127 | 41.6667 | 34.9206 | 48.4127 |
Ratio Avg Win / Avg Loss | 1.9115 | 3.0754 | 1.0916 | 1.3573 | 1.5623 | 1.2123 |
Largest Winning Trade | 472652 | 472652 | 30500 | 492411 | 492411 | 162516 |
Largest Losing Trade | -79164 | -45092 | -79164 | -373009 | -373009 | -207092 |
Avg Bars in Trades | 69 | 73 | 65 | 69 | 73 | 65 |
Avg Bars in Winners | 90 | 90 | 90 | 90 | 90 | 90 |
Avg Bars in Losers | 54 | 64 | 42 | 54 | 64 | 42 |
Bars Traded | 17518 | 9251 | 8267 | 17518 | 9251 | 8267 |
Profit Streak | 17.6636 | 0 | 18.1636 | 17.6636 | 0 | 18.1636 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314346 | 196404 | -426824 | -580466 | -584084 | -170764 |
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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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