Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369721.3149 | 367833.3716 | 1887.9433 | -83775.3105 | -55798.5007 | -27976.8098 |
Total P&L (%) | 369.7213 | 367.8334 | 1.8879 | -83.7753 | -55.7985 | -27.9768 |
Avg Daily Profit (%) | 0.25 | 0.2488 | 0.0013 | -0.1229 | -0.0552 | -0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163060 | -177799 | -139191 | -564412 | -469686 | -193464 |
Profit Factor | 1.2084 | 1.3662 | 1.0025 | 0.9627 | 0.9567 | 0.9709 |
Total Trades | 431 | 215 | 216 | 431 | 215 | 216 |
Winning Trades | 188 | 89 | 99 | 188 | 89 | 99 |
Losing Trades | 243 | 126 | 117 | 243 | 126 | 117 |
Profitability (%) | 43.6195 | 41.3953 | 45.8333 | 43.6195 | 41.3953 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.5619 | 1.9341 | 1.1847 | 1.2444 | 1.3544 | 1.1474 |
Largest Winning Trade | 328792 | 328792 | 29100 | 253854 | 253854 | 118652 |
Largest Losing Trade | -52984 | -52984 | -37022 | -187767 | -187767 | -110904 |
Avg Bars in Trades | 20 | 24 | 15 | 20 | 24 | 15 |
Avg Bars in Winners | 23 | 28 | 19 | 23 | 28 | 19 |
Avg Bars in Losers | 17 | 22 | 12 | 17 | 22 | 12 |
Bars Traded | 8678 | 5317 | 3361 | 8678 | 5317 | 3361 |
Profit Streak | 8.6297 | 0 | 14.2963 | 8.6297 | 0 | 14.2963 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338526 | 256985 | -574401 | -578391 | -581610 | -578803 |
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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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