Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444197.3802 | 437972.7318 | 6224.6484 | -40616.3012 | 242521.3189 | -283137.62 |
Total P&L (%) | 444.1974 | 437.9727 | 6.2246 | -40.6163 | 242.5213 | -283.1376 |
Avg Daily Profit (%) | 0.2368 | 0.2335 | 0.0033 | -0.0278 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -328128 | -160416 | -239353 | -845019 | -456938 | -398721 |
Profit Factor | 1.3551 | 1.7126 | 1.0098 | 0.9723 | 1.3614 | 0.6441 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 141 | 62 | 79 | 141 | 62 | 79 |
Losing Trades | 175 | 96 | 79 | 175 | 96 | 79 |
Profitability (%) | 44.6203 | 39.2405 | 50 | 44.6203 | 39.2405 | 50 |
Ratio Avg Win / Avg Loss | 1.6818 | 2.6518 | 1.0098 | 1.2068 | 2.108 | 0.6441 |
Largest Winning Trade | 218146 | 218146 | 78863 | 207510 | 207510 | 131548 |
Largest Losing Trade | -56316 | -49147 | -56316 | -239028 | -239028 | -149129 |
Avg Bars in Trades | 69 | 64 | 75 | 69 | 64 | 75 |
Avg Bars in Winners | 87 | 91 | 85 | 87 | 91 | 85 |
Avg Bars in Losers | 55 | 47 | 64 | 55 | 47 | 64 |
Bars Traded | 22093 | 10242 | 11851 | 22093 | 10242 | 11851 |
Profit Streak | 9.0922 | 9.0922 | 47.8422 | 9.0922 | 9.0922 | 47.8422 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365116 | 284714 | -562238 | -578436 | -106937 | -579088 |
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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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