Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439261.8151 | 402673.3724 | 36588.4427 | 78638.022 | 247536.3639 | -168898.3419 |
Total P&L (%) | 439.2618 | 402.6734 | 36.5884 | 78.638 | 247.5364 | -168.8983 |
Avg Daily Profit (%) | 0.2109 | 0.1933 | 0.0176 | 0.0279 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189795 | -127731 | -104197 | -607496 | -317474 | -428543 |
Profit Factor | 1.4315 | 1.7943 | 1.0716 | 1.0309 | 1.22 | 0.8812 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 132 | 71 | 61 | 132 | 71 | 61 |
Profitability (%) | 41.5929 | 37.1681 | 46.0177 | 41.5929 | 37.1681 | 46.0177 |
Ratio Avg Win / Avg Loss | 2.0101 | 3.0332 | 1.2571 | 1.4476 | 2.0623 | 1.0337 |
Largest Winning Trade | 223915 | 223915 | 46055 | 215781 | 215781 | 170007 |
Largest Losing Trade | -51700 | -26877 | -51700 | -276766 | -57946 | -276766 |
Avg Bars in Trades | 108 | 111 | 105 | 108 | 111 | 105 |
Avg Bars in Winners | 155 | 161 | 150 | 155 | 161 | 150 |
Avg Bars in Losers | 74 | 80 | 66 | 74 | 80 | 66 |
Bars Traded | 24424 | 12543 | 11881 | 24424 | 12543 | 11881 |
Profit Streak | 37.3686 | 37.3686 | 149.5353 | 37.3686 | 37.3686 | 149.5353 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326160 | 225652 | -314050 | -342871 | -117029 | -579470 |
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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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