Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202512.1636 | 334370.6442 | -131858.4807 | -98141.9955 | 189674.3157 | -287816.3111 |
Total P&L (%) | 202.5122 | 334.3706 | -131.8585 | -98.142 | 189.6743 | -287.8163 |
Avg Daily Profit (%) | 0.1076 | 0.1777 | -0.0701 | -0.2115 | 0.0565 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312564 | -182660 | -184217 | -532781 | -272975 | -318858 |
Profit Factor | 1.1667 | 1.5964 | 0.7984 | 0.9226 | 1.3096 | 0.5605 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Losing Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Profitability (%) | 52.8767 | 53.0055 | 52.7473 | 52.8767 | 53.0055 | 52.7473 |
Ratio Avg Win / Avg Loss | 1.0398 | 1.4154 | 0.7152 | 0.8222 | 1.1611 | 0.5021 |
Largest Winning Trade | 424129 | 424129 | 28801 | 424129 | 424129 | 109777 |
Largest Losing Trade | -79702 | -55137 | -79702 | -262182 | -262182 | -223366 |
Avg Bars in Trades | 30 | 36 | 25 | 30 | 36 | 25 |
Avg Bars in Winners | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Losers | 37 | 44 | 31 | 37 | 44 | 31 |
Bars Traded | 11264 | 6634 | 4629 | 11264 | 6634 | 4629 |
Profit Streak | 13.5472 | 13.5472 | 23.5472 | 13.5472 | 13.5472 | 23.5472 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83101 | 385903 | -578281 | -577418 | -115902 | -578281 |
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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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