Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393286.3446 | 276502.2159 | 116784.1287 | 554393.8595 | -29813.011 | 584206.8704 |
Total P&L (%) | 393.2863 | 276.5022 | 116.7841 | 554.3939 | -29.813 | 584.2069 |
Avg Daily Profit (%) | 0.3776 | 0.2654 | 0.1121 | 0.1805 | -0.034 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103446 | -66238 | -70786 | -1098535 | -1002682 | -436953 |
Profit Factor | 1.4526 | 1.6154 | 1.2783 | 1.1106 | 0.9895 | 1.2677 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 93 | 40 | 53 | 93 | 40 | 53 |
Losing Trades | 146 | 79 | 67 | 146 | 79 | 67 |
Profitability (%) | 38.9121 | 33.6134 | 44.1667 | 38.9121 | 33.6134 | 44.1667 |
Ratio Avg Win / Avg Loss | 2.2804 | 3.1904 | 1.616 | 1.7435 | 1.9542 | 1.6025 |
Largest Winning Trade | 150317 | 150317 | 32746 | 397789 | 397789 | 274333 |
Largest Losing Trade | -25347 | -14653 | -25347 | -190164 | -190164 | -131028 |
Avg Bars in Trades | 103 | 106 | 99 | 103 | 106 | 99 |
Avg Bars in Winners | 160 | 171 | 151 | 160 | 171 | 151 |
Avg Bars in Losers | 67 | 74 | 58 | 67 | 74 | 58 |
Bars Traded | 24684 | 12722 | 11962 | 24684 | 12722 | 11962 |
Profit Streak | 13.0344 | 0 | 14.8677 | 13.0344 | 0 | 14.8677 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317273 | 166601 | -44177 | -92378 | -584610 | 251594 |
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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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