Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234250.5055 | 390623.7661 | -156373.2606 | 10840.2929 | -2870.2091 | 13710.502 |
Total P&L (%) | 234.2505 | 390.6238 | -156.3733 | 10.8403 | -2.8702 | 13.7105 |
Avg Daily Profit (%) | 0.1007 | 0.168 | -0.0672 | 0.0044 | -0.0013 | 0.0055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -363401 | -126600 | -419791 | -1076362 | -962577 | -1096140 |
Profit Factor | 1.1099 | 1.4234 | 0.8707 | 1.0017 | 0.9991 | 1.0043 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 174 | 82 | 92 | 174 | 82 | 92 |
Losing Trades | 147 | 79 | 68 | 147 | 79 | 68 |
Profitability (%) | 54.2056 | 50.9317 | 57.5 | 54.2056 | 50.9317 | 57.5 |
Ratio Avg Win / Avg Loss | 0.9377 | 1.3713 | 0.6435 | 0.8463 | 0.9625 | 0.7423 |
Largest Winning Trade | 73189 | 73189 | 59219 | 843228 | 189291 | 843228 |
Largest Losing Trade | -212789 | -42897 | -212789 | -1001280 | -357996 | -1001280 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4640 | 2323 | 2317 | 4640 | 2323 | 2317 |
Profit Streak | 19.5762 | 19.5762 | 85.0762 | 19.5762 | 19.5762 | 85.0762 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156234 | 339450 | -577791 | -543261 | -579534 | -450273 |
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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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