Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368203.6127 | 245882.6367 | 122320.9761 | 209797.3229 | 568466.6082 | -358669.2853 |
Total P&L (%) | 368.2036 | 245.8826 | 122.321 | 209.7973 | 568.4666 | -358.6693 |
Avg Daily Profit (%) | 0.2176 | 0.1453 | 0.0723 | 0.0669 | 0.1123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140015 | -134301 | -113064 | -1203425 | -221179 | -1031857 |
Profit Factor | 1.292 | 1.4003 | 1.1892 | 1.0615 | 1.4537 | 0.8339 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 176 | 85 | 91 | 176 | 85 | 91 |
Losing Trades | 191 | 99 | 92 | 191 | 99 | 92 |
Profitability (%) | 47.9564 | 46.1957 | 49.7268 | 47.9564 | 46.1957 | 49.7268 |
Ratio Avg Win / Avg Loss | 1.4021 | 1.6309 | 1.2022 | 1.152 | 1.6931 | 0.843 |
Largest Winning Trade | 53173 | 53173 | 29473 | 231025 | 144788 | 231025 |
Largest Losing Trade | -65209 | -26357 | -65209 | -643791 | -191690 | -643791 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 4974 | 2245 | 2729 | 4974 | 2245 | 2729 |
Profit Streak | 21.2334 | 33.9 | 21.2334 | 21.2334 | 33.9 | 21.2334 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384337 | 122945 | -107730 | -253692 | -39809 | -579652 |
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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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