Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224344.9863 | 225025.0066 | -680.0203 | -22983.9409 | 221056.304 | -244040.2449 |
Total P&L (%) | 224.345 | 225.025 | -0.68 | -22.9839 | 221.0563 | -244.0402 |
Avg Daily Profit (%) | 0.1852 | 0.1857 | -0.0006 | -0.0216 | 0.0963 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203621 | -97969 | -152519 | -468535 | -250692 | -404115 |
Profit Factor | 1.2019 | 1.4357 | 0.9989 | 0.9876 | 1.2678 | 0.7633 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 61.1722 | 61.7647 | 60.5839 | 61.1722 | 61.7647 | 60.5839 |
Ratio Avg Win / Avg Loss | 0.7629 | 0.8888 | 0.6499 | 0.6269 | 0.7848 | 0.4966 |
Largest Winning Trade | 81272 | 81272 | 31467 | 114195 | 114195 | 48987 |
Largest Losing Trade | -52685 | -27181 | -52685 | -156845 | -92865 | -156845 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 4789 | 2340 | 2449 | 4789 | 2340 | 2449 |
Profit Streak | 14.9192 | 38.1692 | 14.9192 | 14.9192 | 38.1692 | 14.9192 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360528 | 352321 | -578246 | -576075 | -63107 | -578246 |
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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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