Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359096.9424 | 359739.8036 | -642.8612 | -13532.232 | 209831.5997 | -223363.8318 |
Total P&L (%) | 359.0969 | 359.7398 | -0.6429 | -13.5322 | 209.8316 | -223.3638 |
Avg Daily Profit (%) | 0.1724 | 0.1727 | -0.0003 | -0.007 | 0.0543 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185439 | -137985 | -201653 | -320862 | -184433 | -325674 |
Profit Factor | 1.25 | 1.5074 | 0.9991 | 0.9917 | 1.2771 | 0.7421 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 158 | 78 | 80 | 158 | 78 | 80 |
Losing Trades | 161 | 82 | 79 | 161 | 82 | 79 |
Profitability (%) | 49.5298 | 48.75 | 50.3145 | 49.5298 | 48.75 | 50.3145 |
Ratio Avg Win / Avg Loss | 1.2737 | 1.5847 | 0.9866 | 1.0105 | 1.3426 | 0.7328 |
Largest Winning Trade | 125796 | 125796 | 50276 | 123848 | 123848 | 60981 |
Largest Losing Trade | -54404 | -33893 | -54404 | -115610 | -115610 | -96553 |
Avg Bars in Trades | 77 | 68 | 86 | 77 | 68 | 86 |
Avg Bars in Winners | 75 | 66 | 84 | 75 | 66 | 84 |
Avg Bars in Losers | 79 | 71 | 88 | 79 | 71 | 88 |
Bars Traded | 24698 | 11014 | 13684 | 24698 | 11014 | 13684 |
Profit Streak | 13.189 | 13.189 | 16.6057 | 13.189 | 13.189 | 16.6057 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350213 | 369110 | -579391 | -576546 | -120061 | -579391 |
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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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