Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323723.9513 | 287878.2514 | 35845.6999 | -73346.1122 | 310628.2789 | -383974.3911 |
Total P&L (%) | 323.724 | 287.8783 | 35.8457 | -73.3461 | 310.6283 | -383.9744 |
Avg Daily Profit (%) | 0.1742 | 0.1549 | 0.0193 | -0.0711 | 0.076 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200143 | -144136 | -240791 | -1888421 | -438071 | -1786270 |
Profit Factor | 1.269 | 1.5456 | 1.053 | 0.9856 | 1.1593 | 0.8781 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 165 | 80 | 85 | 163 | 78 | 85 |
Losing Trades | 152 | 78 | 74 | 154 | 80 | 74 |
Profitability (%) | 52.0505 | 50.6329 | 53.4591 | 51.4196 | 49.3671 | 53.4591 |
Ratio Avg Win / Avg Loss | 1.169 | 1.5069 | 0.9168 | 0.9312 | 1.1891 | 0.7645 |
Largest Winning Trade | 80505 | 80505 | 39272 | 584518 | 198906 | 584518 |
Largest Losing Trade | -119607 | -48571 | -119607 | -1526745 | -344911 | -1526745 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 20 | 20 |
Avg Bars in Losers | 24 | 27 | 21 | 25 | 27 | 22 |
Bars Traded | 7207 | 3736 | 3471 | 7207 | 3736 | 3471 |
Profit Streak | 1.6611 | 0 | 9.9111 | 1.6611 | 0 | 9.9111 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256344 | 380285 | -331431 | -581033 | -136381 | -578669 |
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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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