Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291445.9926 | 215930.4281 | 75515.5646 | -4501.7687 | 130350.4304 | -134852.1991 |
Total P&L (%) | 291.446 | 215.9304 | 75.5156 | -4.5018 | 130.3504 | -134.8522 |
Avg Daily Profit (%) | 0.2831 | 0.2098 | 0.0734 | -0.0045 | 0.0811 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227933 | -106331 | -171062 | -209715 | -69782 | -200674 |
Profit Factor | 1.2249 | 1.359 | 1.1087 | 0.9937 | 1.5039 | 0.7077 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 171 | 80 | 91 | 171 | 80 | 91 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 51.9757 | 48.7805 | 55.1515 | 51.9757 | 48.7805 | 55.1515 |
Ratio Avg Win / Avg Loss | 1.1318 | 1.427 | 0.9016 | 0.9182 | 1.5791 | 0.5755 |
Largest Winning Trade | 182534 | 182534 | 27435 | 58267 | 58267 | 31534 |
Largest Losing Trade | -44527 | -26702 | -44527 | -86545 | -36313 | -86545 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 6164 | 3070 | 3094 | 6164 | 3070 | 3094 |
Profit Streak | 7.2523 | 10.419 | 7.2523 | 7.2523 | 10.419 | 7.2523 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408898 | 320762 | -195639 | -577376 | -81473 | -578842 |
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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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