Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355315.8654 | 364855.2573 | -9539.3919 | -87320.983 | 578867.204 | -666188.187 |
Total P&L (%) | 355.3159 | 364.8553 | -9.5394 | -87.321 | 578.8672 | -666.1882 |
Avg Daily Profit (%) | 0.2402 | 0.2467 | -0.0065 | -0.1395 | 0.1296 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213552 | -116878 | -152310 | -851833 | -216136 | -746385 |
Profit Factor | 1.2355 | 1.5376 | 0.9885 | 0.9657 | 1.6651 | 0.6028 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 133 | 63 | 70 | 133 | 63 | 70 |
Losing Trades | 173 | 90 | 83 | 173 | 90 | 83 |
Profitability (%) | 43.4641 | 41.1765 | 45.7516 | 43.4641 | 41.1765 | 45.7516 |
Ratio Avg Win / Avg Loss | 1.6071 | 2.1966 | 1.1721 | 1.2562 | 2.3788 | 0.7148 |
Largest Winning Trade | 325955 | 325955 | 34225 | 660148 | 660148 | 57922 |
Largest Losing Trade | -80530 | -40240 | -80530 | -694714 | -66061 | -694714 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Losers | 7 | 8 | 5 | 7 | 8 | 5 |
Bars Traded | 2944 | 1505 | 1439 | 2944 | 1505 | 1439 |
Profit Streak | 11.7901 | 0 | 12.2901 | 11.7901 | 0 | 12.2901 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314254 | 279349 | -579620 | -579148 | -19368 | -581287 |
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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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