Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309628.3864 | 313414.064 | -3785.6776 | -82462.6696 | -8806.5715 | -73656.0981 |
Total P&L (%) | 309.6284 | 313.4141 | -3.7857 | -82.4627 | -8.8066 | -73.6561 |
Avg Daily Profit (%) | 0.1667 | 0.1688 | -0.002 | -0.0937 | -0.005 | -0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235129 | -129678 | -205641 | -190840 | -107834 | -131560 |
Profit Factor | 1.1919 | 1.4969 | 0.9961 | 0.9065 | 0.9757 | 0.8581 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 152 | 78 | 74 | 152 | 78 | 74 |
Losing Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Profitability (%) | 56.5056 | 58.209 | 54.8148 | 56.5056 | 58.209 | 54.8148 |
Ratio Avg Win / Avg Loss | 0.9174 | 1.0747 | 0.8211 | 0.6978 | 0.7005 | 0.7074 |
Largest Winning Trade | 73608 | 73608 | 44913 | 57481 | 39549 | 57481 |
Largest Losing Trade | -79753 | -28484 | -79753 | -86109 | -47264 | -86109 |
Avg Bars in Trades | 20 | 14 | 25 | 20 | 14 | 25 |
Avg Bars in Winners | 19 | 12 | 26 | 19 | 12 | 26 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 5389 | 1933 | 3456 | 5389 | 1933 | 3456 |
Profit Streak | 39.8575 | 39.8575 | 42.5242 | 39.8575 | 39.8575 | 42.5242 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 5968 | 371942 | -579085 | -576821 | -579087 | -579085 |
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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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