Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309758.2468 | 307087.2691 | 2670.9777 | -81619.2471 | 193445.2177 | -275064.4649 |
Total P&L (%) | 309.7582 | 307.0873 | 2.671 | -81.6192 | 193.4452 | -275.0645 |
Avg Daily Profit (%) | 0.1637 | 0.1623 | 0.0014 | -0.0895 | 0.0569 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144329 | -144054 | -132745 | -223380 | -100488 | -321594 |
Profit Factor | 1.265 | 1.4435 | 1.0056 | 0.9012 | 1.6181 | 0.464 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 232 | 118 | 114 | 232 | 118 | 114 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 74.8387 | 76.129 | 73.5484 | 74.8387 | 76.129 | 73.5484 |
Ratio Avg Win / Avg Loss | 0.4253 | 0.4526 | 0.3617 | 0.303 | 0.5074 | 0.1669 |
Largest Winning Trade | 86768 | 86768 | 16850 | 90246 | 90246 | 32732 |
Largest Losing Trade | -92626 | -57011 | -92626 | -214633 | -33098 | -214633 |
Avg Bars in Trades | 23 | 42 | 5 | 23 | 42 | 5 |
Avg Bars in Winners | 8 | 12 | 3 | 8 | 12 | 3 |
Avg Bars in Losers | 70 | 135 | 12 | 70 | 135 | 12 |
Bars Traded | 7413 | 6525 | 888 | 7413 | 6525 | 888 |
Profit Streak | 21.8073 | 21.8073 | 81.0573 | 21.8073 | 21.8073 | 81.0573 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435601 | 388322 | -568180 | -574192 | -112431 | -576228 |
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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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