Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237727.77 | 191199.9037 | 46527.8663 | -17451.449 | 66985.7485 | -84437.1975 |
Total P&L (%) | 237.7278 | 191.1999 | 46.5279 | -17.4514 | 66.9857 | -84.4372 |
Avg Daily Profit (%) | 0.2319 | 0.1865 | 0.0454 | -0.0187 | 0.05 | -0.1813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217486 | -201071 | -120541 | -167567 | -71249 | -107311 |
Profit Factor | 1.2255 | 1.3356 | 1.096 | 0.9748 | 1.201 | 0.7657 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 157 | 73 | 84 | 157 | 73 | 84 |
Losing Trades | 201 | 106 | 95 | 201 | 106 | 95 |
Profitability (%) | 43.8547 | 40.7821 | 46.9274 | 43.8547 | 40.7821 | 46.9274 |
Ratio Avg Win / Avg Loss | 1.5689 | 1.9394 | 1.2395 | 1.2481 | 1.7439 | 0.866 |
Largest Winning Trade | 210643 | 210643 | 28783 | 61133 | 61133 | 20388 |
Largest Losing Trade | -26674 | -24513 | -26674 | -34535 | -27953 | -34535 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 47 | 54 | 40 | 47 | 54 | 40 |
Avg Bars in Losers | 23 | 25 | 20 | 23 | 25 | 20 |
Bars Traded | 12035 | 6713 | 5323 | 12035 | 6713 | 5323 |
Profit Streak | 10.9633 | 0 | 14.4633 | 10.9633 | 0 | 14.4633 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315268 | 205764 | -248293 | -578987 | -128911 | -580238 |
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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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