Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245361.5098 | 265682.551 | -20321.0412 | -32045.5529 | 918130.7254 | -950176.2783 |
Total P&L (%) | 245.3615 | 265.6826 | -20.321 | -32.0456 | 918.1307 | -950.1763 |
Avg Daily Profit (%) | 0.198 | 0.2144 | -0.0164 | -0.0312 | 0.1875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -326787 | -155027 | -187612 | -2216059 | -860838 | -1457796 |
Profit Factor | 1.218 | 1.5553 | 0.9686 | 0.9928 | 1.5107 | 0.6438 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 49.3056 | 48.6111 | 50 | 49.3056 | 48.6111 | 50 |
Ratio Avg Win / Avg Loss | 1.2523 | 1.6441 | 0.9686 | 1.0208 | 1.597 | 0.6438 |
Largest Winning Trade | 158889 | 158889 | 38059 | 1264639 | 1264639 | 165683 |
Largest Losing Trade | -41790 | -29678 | -41790 | -390058 | -232367 | -390058 |
Avg Bars in Trades | 50 | 57 | 43 | 50 | 57 | 43 |
Avg Bars in Winners | 60 | 65 | 56 | 60 | 65 | 56 |
Avg Bars in Losers | 40 | 49 | 31 | 40 | 49 | 31 |
Bars Traded | 14588 | 8253 | 6335 | 14588 | 8253 | 6335 |
Profit Streak | 10.9149 | 0 | 11.2482 | 10.9149 | 0 | 11.2482 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326391 | 352310 | -580314 | -577231 | 349215 | -580314 |
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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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