Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415168.6007 | 334999.2764 | 80169.3243 | 75818.8974 | 753314.6774 | -677495.78 |
Total P&L (%) | 415.1686 | 334.9993 | 80.1693 | 75.8189 | 753.3147 | -677.4958 |
Avg Daily Profit (%) | 0.192 | 0.1549 | 0.0371 | 0.0261 | 0.0992 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283034 | -226849 | -101678 | -7459316 | -4960832 | -2643254 |
Profit Factor | 1.2745 | 1.3671 | 1.1336 | 1.0048 | 1.0771 | 0.8867 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 160 | 71 | 89 | 160 | 71 | 89 |
Losing Trades | 199 | 108 | 91 | 199 | 108 | 91 |
Profitability (%) | 44.5682 | 39.6648 | 49.4444 | 44.5682 | 39.6648 | 49.4444 |
Ratio Avg Win / Avg Loss | 1.5851 | 2.0796 | 1.1591 | 1.2497 | 1.6385 | 0.9066 |
Largest Winning Trade | 124390 | 124390 | 56850 | 1609643 | 1609643 | 897017 |
Largest Losing Trade | -34187 | -34187 | -30321 | -1205821 | -1205821 | -923262 |
Avg Bars in Trades | 11 | 17 | 6 | 11 | 17 | 6 |
Avg Bars in Winners | 15 | 25 | 8 | 15 | 25 | 8 |
Avg Bars in Losers | 8 | 11 | 5 | 8 | 11 | 5 |
Bars Traded | 4278 | 3051 | 1226 | 4278 | 3051 | 1226 |
Profit Streak | 14.2897 | 0 | 30.7897 | 14.2897 | 0 | 30.7897 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332196 | 197337 | -215489 | -372595 | -198029 | -579328 |
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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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