Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312643.9836 | 262549.7075 | 50094.2762 | 10430.5444 | 207747.8445 | -197317.3001 |
Total P&L (%) | 312.644 | 262.5497 | 50.0943 | 10.4305 | 207.7478 | -197.3173 |
Avg Daily Profit (%) | 0.166 | 0.1394 | 0.0266 | 0.0053 | 0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137584 | -101195 | -152697 | -604931 | -239484 | -661936 |
Profit Factor | 1.2312 | 1.4388 | 1.0664 | 1.003 | 1.143 | 0.9039 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 169 | 76 | 93 | 169 | 76 | 93 |
Losing Trades | 199 | 108 | 91 | 199 | 108 | 91 |
Profitability (%) | 45.9239 | 41.3043 | 50.5435 | 45.9239 | 41.3043 | 50.5435 |
Ratio Avg Win / Avg Loss | 1.4497 | 2.0446 | 1.0435 | 1.181 | 1.6243 | 0.8845 |
Largest Winning Trade | 123547 | 123547 | 40015 | 152388 | 152388 | 140463 |
Largest Losing Trade | -58626 | -25355 | -58626 | -364228 | -115268 | -364228 |
Avg Bars in Trades | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Winners | 73 | 68 | 77 | 73 | 68 | 77 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 22394 | 10446 | 11948 | 22394 | 10446 | 11948 |
Profit Streak | 15.0005 | 15.0005 | 27.7505 | 15.0005 | 15.0005 | 27.7505 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302564 | -7331 | -304649 | -554010 | -177688 | -579288 |
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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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