Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342478.98 | 332900.4629 | 9578.5171 | -47786.6175 | 55327.9631 | -103114.5806 |
Total P&L (%) | 342.479 | 332.9005 | 9.5785 | -47.7866 | 55.328 | -103.1146 |
Avg Daily Profit (%) | 0.181 | 0.1759 | 0.0051 | -0.0343 | 0.0233 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243247 | -176310 | -133010 | -656293 | -436824 | -386583 |
Profit Factor | 1.3074 | 1.6201 | 1.0166 | 0.9755 | 1.0693 | 0.9105 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 47.2574 | 44.9153 | 49.5798 | 47.2574 | 44.9153 | 49.5798 |
Ratio Avg Win / Avg Loss | 1.4592 | 1.9869 | 1.0338 | 1.0887 | 1.3113 | 0.926 |
Largest Winning Trade | 277503 | 277503 | 43099 | 181967 | 121620 | 181967 |
Largest Losing Trade | -56192 | -33912 | -56192 | -333804 | -106427 | -333804 |
Avg Bars in Trades | 93 | 86 | 100 | 93 | 86 | 100 |
Avg Bars in Winners | 128 | 120 | 136 | 128 | 120 | 136 |
Avg Bars in Losers | 62 | 59 | 66 | 62 | 59 | 66 |
Bars Traded | 22243 | 10237 | 12006 | 22243 | 10237 | 12006 |
Profit Streak | 13.7783 | 0 | 24.445 | 13.7783 | 0 | 24.445 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300963 | 297507 | -553483 | -578338 | -309324 | -580151 |
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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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