Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334173.935 | 292433.0764 | 41740.8586 | 249068.5824 | 91370.8695 | 157697.7129 |
Total P&L (%) | 334.1739 | 292.4331 | 41.7409 | 249.0686 | 91.3709 | 157.6977 |
Avg Daily Profit (%) | 0.2368 | 0.2072 | 0.0296 | 0.0886 | 0.046 | 0.0671 |
Buy And Hold Return (%) | 14.7059 | 14.7059 | 14.7059 | 14.7059 | 14.7059 | 14.7059 |
Max Trade Drawdown | -104390 | -116238 | -111084 | -1272560 | -1697311 | -909101 |
Profit Factor | 1.4078 | 1.5913 | 1.1285 | 1.0358 | 1.0197 | 1.0685 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 282 | 154 | 128 | 282 | 154 | 128 |
Losing Trades | 97 | 35 | 62 | 97 | 35 | 62 |
Profitability (%) | 74.4063 | 81.4815 | 67.3684 | 74.4063 | 81.4815 | 67.3684 |
Ratio Avg Win / Avg Loss | 0.4843 | 0.3617 | 0.5466 | 0.3563 | 0.2317 | 0.5175 |
Largest Winning Trade | 22865 | 22865 | 12799 | 196285 | 196285 | 136928 |
Largest Losing Trade | -71260 | -71260 | -56291 | -1010380 | -1010380 | -519766 |
Avg Bars in Trades | 42 | 73 | 11 | 42 | 73 | 11 |
Avg Bars in Winners | 17 | 27 | 4 | 17 | 27 | 4 |
Avg Bars in Losers | 115 | 275 | 25 | 115 | 275 | 25 |
Bars Traded | 16095 | 13895 | 2199 | 16095 | 13895 | 2199 |
Profit Streak | 458.8901 | 0 | 493.4735 | 458.8901 | 0 | 493.4735 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458692 | 444491 | -233906 | -251685 | -328089 | -246650 |
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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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