Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387247.4489 | 379699.3401 | 7548.1087 | -34901.8712 | 143831.851 | -178733.7222 |
Total P&L (%) | 387.2474 | 379.6993 | 7.5481 | -34.9019 | 143.8319 | -178.7337 |
Avg Daily Profit (%) | 0.1549 | 0.1518 | 0.003 | -0.0172 | 0.0356 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266533 | -182263 | -146859 | -316401 | -122245 | -230948 |
Profit Factor | 1.2427 | 1.4493 | 1.0101 | 0.968 | 1.2888 | 0.6989 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 162 | 76 | 86 | 162 | 76 | 86 |
Losing Trades | 185 | 98 | 87 | 185 | 98 | 87 |
Profitability (%) | 46.6859 | 43.6782 | 49.711 | 46.6859 | 43.6782 | 49.711 |
Ratio Avg Win / Avg Loss | 1.4192 | 1.8689 | 1.0218 | 1.1055 | 1.6619 | 0.707 |
Largest Winning Trade | 226900 | 226900 | 26036 | 160811 | 160811 | 37144 |
Largest Losing Trade | -42158 | -42158 | -35481 | -77114 | -33156 | -77114 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 7336 | 4212 | 3124 | 7336 | 4212 | 3124 |
Profit Streak | 5.1433 | 7.1433 | 0 | 5.1433 | 7.1433 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305514 | 294286 | -563505 | -577593 | -145289 | -580262 |
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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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