Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491127.0143 | 303837.6913 | 187289.323 | 332477.5968 | -621707.0006 | 954184.5974 |
Total P&L (%) | 491.127 | 303.8377 | 187.2893 | 332.4776 | -621.707 | 954.1846 |
Avg Daily Profit (%) | 0.2697 | 0.1668 | 0.1028 | 0.0804 | 0 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99347 | -104866 | -85394 | -1339125 | -1439589 | -1059796 |
Profit Factor | 1.4609 | 1.5052 | 1.4035 | 1.0372 | 0.8811 | 1.2565 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 149 | 68 | 81 | 149 | 68 | 81 |
Losing Trades | 164 | 88 | 76 | 164 | 88 | 76 |
Profitability (%) | 47.6038 | 43.5897 | 51.5924 | 47.6038 | 43.5897 | 51.5924 |
Ratio Avg Win / Avg Loss | 1.608 | 1.9478 | 1.3169 | 1.1416 | 1.1402 | 1.1789 |
Largest Winning Trade | 270370 | 270370 | 61077 | 637437 | 637437 | 526185 |
Largest Losing Trade | -37161 | -28970 | -37161 | -597970 | -327792 | -597970 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 28 | 23 | 32 | 28 | 23 | 32 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 7208 | 3276 | 3932 | 7208 | 3276 | 3932 |
Profit Streak | 3.6476 | 17.6476 | 3.6476 | 3.6476 | 17.6476 | 3.6476 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406405 | 320393 | -54769 | -264314 | -579997 | -19819 |
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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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