Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358964.189 | 129056.4688 | 229907.7202 | 454705.0148 | -171462.4007 | 626167.4156 |
Total P&L (%) | 358.9642 | 129.0565 | 229.9077 | 454.705 | -171.4624 | 626.1674 |
Avg Daily Profit (%) | 0.2372 | 0.0853 | 0.1519 | 0.1133 | 0 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148419 | -138134 | -91147 | -1968188 | -1592641 | -1345681 |
Profit Factor | 1.336 | 1.2206 | 1.4756 | 1.0436 | 0.9688 | 1.1274 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 151 | 65 | 86 | 151 | 65 | 86 |
Losing Trades | 217 | 119 | 98 | 217 | 119 | 98 |
Profitability (%) | 41.0326 | 35.3261 | 46.7391 | 41.0326 | 35.3261 | 46.7391 |
Ratio Avg Win / Avg Loss | 1.9199 | 2.2347 | 1.6815 | 1.4998 | 1.7737 | 1.2847 |
Largest Winning Trade | 70657 | 70657 | 36473 | 783145 | 783145 | 580225 |
Largest Losing Trade | -20891 | -18295 | -20891 | -407204 | -407204 | -344388 |
Avg Bars in Trades | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Winners | 73 | 71 | 74 | 73 | 71 | 74 |
Avg Bars in Losers | 32 | 32 | 31 | 32 | 32 | 31 |
Bars Traded | 18025 | 8517 | 9508 | 18025 | 8517 | 9508 |
Profit Streak | 0 | 0 | 11.9924 | 0 | 0 | 11.9924 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280473 | -83669 | 332702 | -215823 | -583298 | -98174 |
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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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