Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312942.7238 | 301073.4306 | 11869.2932 | 25949.3202 | 144696.1174 | -118746.7972 |
Total P&L (%) | 312.9427 | 301.0734 | 11.8693 | 25.9493 | 144.6961 | -118.7468 |
Avg Daily Profit (%) | 0.1764 | 0.1698 | 0.0067 | 0.013 | 0.0505 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143202 | -86647 | -139398 | -283116 | -207004 | -226492 |
Profit Factor | 1.2458 | 1.5312 | 1.0168 | 1.0113 | 1.1396 | 0.9056 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 169 | 75 | 94 | 169 | 75 | 94 |
Losing Trades | 212 | 116 | 96 | 212 | 116 | 96 |
Profitability (%) | 44.357 | 39.267 | 49.4737 | 44.357 | 39.267 | 49.4737 |
Ratio Avg Win / Avg Loss | 1.5628 | 2.3683 | 1.0384 | 1.2686 | 1.7626 | 0.9249 |
Largest Winning Trade | 122018 | 122018 | 69172 | 165950 | 165950 | 89066 |
Largest Losing Trade | -35475 | -14848 | -35475 | -77127 | -40424 | -77127 |
Avg Bars in Trades | 55 | 49 | 61 | 55 | 49 | 61 |
Avg Bars in Winners | 82 | 77 | 86 | 82 | 77 | 86 |
Avg Bars in Losers | 33 | 30 | 36 | 33 | 30 | 36 |
Bars Traded | 21018 | 9384 | 11634 | 21018 | 9384 | 11634 |
Profit Streak | 34.8909 | 34.8909 | 41.8076 | 34.8909 | 34.8909 | 41.8076 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326626 | 244203 | -492328 | -386228 | -194554 | -579556 |
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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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