Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331395.6701 | 218039.8713 | 113355.7988 | 135278.1271 | 787182.0571 | -651903.93 |
Total P&L (%) | 331.3957 | 218.0399 | 113.3558 | 135.2781 | 787.1821 | -651.9039 |
Avg Daily Profit (%) | 0.1591 | 0.1047 | 0.0544 | 0.0411 | 0.1048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241239 | -159162 | -143715 | -1572616 | -441837 | -1203733 |
Profit Factor | 1.2979 | 1.3858 | 1.2071 | 1.0362 | 1.5174 | 0.7053 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 160 | 75 | 85 | 160 | 75 | 85 |
Losing Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Profitability (%) | 48.1928 | 45.1807 | 51.2048 | 48.1928 | 45.1807 | 51.2048 |
Ratio Avg Win / Avg Loss | 1.3953 | 1.6815 | 1.1503 | 1.114 | 1.8411 | 0.6721 |
Largest Winning Trade | 75866 | 75866 | 44384 | 320315 | 320315 | 291278 |
Largest Losing Trade | -52577 | -26361 | -52577 | -840852 | -199930 | -840852 |
Avg Bars in Trades | 73 | 63 | 83 | 73 | 63 | 83 |
Avg Bars in Winners | 92 | 70 | 112 | 92 | 70 | 112 |
Avg Bars in Losers | 55 | 58 | 52 | 55 | 58 | 52 |
Bars Traded | 24411 | 10557 | 13854 | 24411 | 10557 | 13854 |
Profit Streak | 7.844 | 7.844 | 46.1773 | 7.844 | 7.844 | 46.1773 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342380 | -52425 | -118852 | -316539 | -50973 | -578889 |
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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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