Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289429.5096 | 313449.6326 | -24020.1231 | -67530.925 | 134378.3368 | -201909.2618 |
Total P&L (%) | 289.4295 | 313.4496 | -24.0201 | -67.5309 | 134.3783 | -201.9093 |
Avg Daily Profit (%) | 0.1627 | 0.1762 | -0.0135 | -0.0632 | 0.0479 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222279 | -132321 | -141907 | -451643 | -168429 | -304413 |
Profit Factor | 1.2556 | 1.4184 | 0.9373 | 0.9349 | 1.2446 | 0.5861 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 140 | 66 | 74 | 140 | 66 | 74 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 60.0858 | 56.8966 | 63.2479 | 60.0858 | 56.8966 | 63.2479 |
Ratio Avg Win / Avg Loss | 0.8341 | 1.0745 | 0.5447 | 0.621 | 0.9429 | 0.3406 |
Largest Winning Trade | 85241 | 85241 | 21473 | 112472 | 112472 | 58892 |
Largest Losing Trade | -81525 | -81525 | -24868 | -115255 | -70163 | -115255 |
Avg Bars in Trades | 89 | 158 | 22 | 89 | 158 | 22 |
Avg Bars in Winners | 59 | 104 | 20 | 59 | 104 | 20 |
Avg Bars in Losers | 134 | 229 | 25 | 134 | 229 | 25 |
Bars Traded | 20943 | 18345 | 2598 | 20943 | 18345 | 2598 |
Profit Streak | 19.5995 | 19.5995 | 20.5162 | 19.5995 | 19.5995 | 20.5162 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340030 | 339483 | -577557 | -576780 | -129676 | -577557 |
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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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