Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329618.994 | 168744.3451 | 160874.6489 | 363674.524 | -162074.2333 | 525748.7573 |
Total P&L (%) | 329.619 | 168.7443 | 160.8746 | 363.6745 | -162.0742 | 525.7488 |
Avg Daily Profit (%) | 0.2955 | 0.1513 | 0.1442 | 0.1376 | 0 | 0.1645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108007 | -80729 | -51564 | -924184 | -810693 | -452714 |
Profit Factor | 1.4489 | 1.4031 | 1.5096 | 1.0827 | 0.9342 | 1.2717 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 138 | 63 | 75 | 138 | 63 | 75 |
Losing Trades | 214 | 113 | 101 | 214 | 113 | 101 |
Profitability (%) | 39.2045 | 35.7955 | 42.6136 | 39.2045 | 35.7955 | 42.6136 |
Ratio Avg Win / Avg Loss | 2.2468 | 2.5166 | 2.0329 | 1.6789 | 1.6757 | 1.7126 |
Largest Winning Trade | 205598 | 205598 | 23708 | 320987 | 320987 | 239316 |
Largest Losing Trade | -20190 | -20190 | -16026 | -174292 | -174292 | -149013 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 57 | 55 | 58 | 57 | 55 | 58 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 13282 | 6110 | 7172 | 13282 | 6110 | 7172 |
Profit Streak | 8.5585 | 0 | 11.0585 | 8.5585 | 0 | 11.0585 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318769 | 139374 | 2868 | -139491 | -583157 | 248059 |
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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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