Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391014.1749 | 360476.4656 | 30537.7093 | -21514.7015 | 73469.3488 | -94984.0503 |
Total P&L (%) | 391.0142 | 360.4765 | 30.5377 | -21.5147 | 73.4693 | -94.9841 |
Avg Daily Profit (%) | 0.2091 | 0.1928 | 0.0163 | -0.013 | 0.0295 | -0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211140 | -158067 | -157027 | -138734 | -72401 | -152510 |
Profit Factor | 1.2321 | 1.496 | 1.0319 | 0.975 | 1.2032 | 0.8095 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Losing Trades | 181 | 93 | 88 | 181 | 93 | 88 |
Profitability (%) | 43.2602 | 41.875 | 44.6541 | 43.2602 | 41.875 | 44.6541 |
Ratio Avg Win / Avg Loss | 1.6161 | 2.0766 | 1.279 | 1.2788 | 1.6702 | 1.0033 |
Largest Winning Trade | 96020 | 96020 | 46707 | 42670 | 42670 | 29690 |
Largest Losing Trade | -42997 | -20193 | -42997 | -34072 | -24578 | -34072 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 3707 | 1791 | 1916 | 3707 | 1791 | 1916 |
Profit Streak | 19.3593 | 19.3593 | 21.8593 | 19.3593 | 19.3593 | 21.8593 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319287 | 284795 | -360522 | -578721 | -154962 | -580085 |
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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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