Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364657.3125 | 381981.2333 | -17323.9207 | -26622.6819 | 211764.4907 | -238387.1725 |
Total P&L (%) | 364.6573 | 381.9812 | -17.3239 | -26.6227 | 211.7645 | -238.3872 |
Avg Daily Profit (%) | 0.1913 | 0.2004 | -0.0091 | -0.0162 | 0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165471 | -141922 | -120014 | -1335676 | -1021763 | -752289 |
Profit Factor | 1.2783 | 1.5786 | 0.9733 | 0.9951 | 1.0799 | 0.9158 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Losing Trades | 168 | 83 | 85 | 168 | 83 | 85 |
Profitability (%) | 45.8065 | 46.4516 | 45.1613 | 45.8065 | 46.4516 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.5124 | 1.8198 | 1.1819 | 1.1774 | 1.2449 | 1.1121 |
Largest Winning Trade | 258336 | 258336 | 65320 | 487385 | 487385 | 349983 |
Largest Losing Trade | -43586 | -24732 | -43586 | -412513 | -242337 | -412513 |
Avg Bars in Trades | 35 | 27 | 44 | 35 | 27 | 44 |
Avg Bars in Winners | 50 | 30 | 70 | 50 | 30 | 70 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 11142 | 4214 | 6928 | 11142 | 4214 | 6928 |
Profit Streak | 7.9712 | 11.6378 | 0 | 7.9712 | 11.6378 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333877 | 371015 | -580736 | -578446 | -246133 | -580736 |
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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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