Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418123.8689 | 354938.4997 | 63185.3692 | -14143.2465 | 113707.223 | -127850.4695 |
Total P&L (%) | 418.1239 | 354.9385 | 63.1854 | -14.1432 | 113.7072 | -127.8505 |
Avg Daily Profit (%) | 0.2584 | 0.2194 | 0.0391 | -0.0094 | 0.0469 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150441 | -157862 | -152049 | -342888 | -275611 | -303808 |
Profit Factor | 1.3376 | 1.6462 | 1.0917 | 0.9908 | 1.1639 | 0.8498 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Losing Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Profitability (%) | 49.6241 | 51.8797 | 47.3684 | 49.6241 | 51.8797 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.3579 | 1.5269 | 1.213 | 1.0059 | 1.0796 | 0.9442 |
Largest Winning Trade | 89509 | 89509 | 53785 | 105021 | 105021 | 83606 |
Largest Losing Trade | -89112 | -37824 | -89112 | -134811 | -104651 | -134811 |
Avg Bars in Trades | 71 | 75 | 68 | 71 | 75 | 68 |
Avg Bars in Winners | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Losers | 69 | 74 | 64 | 69 | 74 | 64 |
Bars Traded | 19097 | 9992 | 9105 | 19097 | 9992 | 9105 |
Profit Streak | 497.6593 | 530.4093 | 497.6593 | 497.6593 | 530.4093 | 497.6593 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383024 | 442748 | -261523 | -576905 | -169058 | -581418 |
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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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