Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289032.1671 | 274813.9735 | 14218.1936 | -6249.4115 | 352304.299 | -358553.7105 |
Total P&L (%) | 289.0322 | 274.814 | 14.2182 | -6.2494 | 352.3043 | -358.5537 |
Avg Daily Profit (%) | 0.2374 | 0.2258 | 0.0117 | -0.0053 | 0.1241 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206588 | -159528 | -121464 | -922698 | -687951 | -714262 |
Profit Factor | 1.2471 | 1.4464 | 1.0257 | 0.9988 | 1.1391 | 0.8551 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 167 | 80 | 87 | 167 | 80 | 87 |
Losing Trades | 206 | 106 | 100 | 206 | 106 | 100 |
Profitability (%) | 44.7721 | 43.0108 | 46.5241 | 44.7721 | 43.0108 | 46.5241 |
Ratio Avg Win / Avg Loss | 1.5384 | 1.9165 | 1.1789 | 1.232 | 1.5094 | 0.9829 |
Largest Winning Trade | 179517 | 179517 | 55772 | 292857 | 292857 | 147325 |
Largest Losing Trade | -35076 | -35076 | -27624 | -171211 | -157340 | -171211 |
Avg Bars in Trades | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Winners | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 14521 | 7362 | 7159 | 14521 | 7362 | 7159 |
Profit Streak | 7.9218 | 0 | 11.1718 | 7.9218 | 0 | 11.1718 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338593 | 274735 | -404360 | -578519 | -96062 | -581068 |
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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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