Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339834.8975 | 351771.308 | -11936.4105 | -52121.7235 | 30640.3829 | -82762.1064 |
Total P&L (%) | 339.8349 | 351.7713 | -11.9364 | -52.1217 | 30.6404 | -82.7621 |
Avg Daily Profit (%) | 0.1822 | 0.1886 | -0.0064 | -0.0395 | 0.0143 | -0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286253 | -205689 | -157312 | -121135 | -85194 | -87302 |
Profit Factor | 1.2272 | 1.4179 | 0.9818 | 0.8784 | 1.1381 | 0.6 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 155 | 66 | 89 | 155 | 66 | 89 |
Losing Trades | 164 | 93 | 71 | 164 | 93 | 71 |
Profitability (%) | 48.5893 | 41.5094 | 55.625 | 48.5893 | 41.5094 | 55.625 |
Ratio Avg Win / Avg Loss | 1.2985 | 1.998 | 0.7832 | 0.9294 | 1.6037 | 0.4787 |
Largest Winning Trade | 135556 | 135556 | 29691 | 44876 | 44876 | 10116 |
Largest Losing Trade | -59997 | -59997 | -44597 | -31567 | -31567 | -26206 |
Avg Bars in Trades | 16 | 24 | 9 | 16 | 24 | 9 |
Avg Bars in Winners | 17 | 26 | 10 | 17 | 26 | 10 |
Avg Bars in Losers | 16 | 22 | 8 | 16 | 22 | 8 |
Bars Traded | 5406 | 3860 | 1546 | 5406 | 3860 | 1546 |
Profit Streak | 15.6247 | 0 | 17.2914 | 15.6247 | 0 | 17.2914 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327108 | 240942 | -578919 | -578799 | -246994 | -578919 |
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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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