Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279299.621 | 170272.0407 | 109027.5803 | 62896.2914 | 116843.4378 | -53947.1465 |
Total P&L (%) | 279.2996 | 170.272 | 109.0276 | 62.8963 | 116.8434 | -53.9471 |
Avg Daily Profit (%) | 0.1657 | 0.101 | 0.0647 | 0.0289 | 0.0459 | -0.046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180460 | -153465 | -118629 | -107649 | -34212 | -100026 |
Profit Factor | 1.2112 | 1.284 | 1.1509 | 1.1191 | 1.6579 | 0.846 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 190 | 92 | 98 | 190 | 92 | 98 |
Losing Trades | 199 | 102 | 97 | 199 | 102 | 97 |
Profitability (%) | 48.8432 | 47.4227 | 50.2564 | 48.8432 | 47.4227 | 50.2564 |
Ratio Avg Win / Avg Loss | 1.2686 | 1.4235 | 1.1391 | 1.1721 | 1.8381 | 0.8374 |
Largest Winning Trade | 30831 | 30831 | 28702 | 25614 | 20463 | 25614 |
Largest Losing Trade | -52230 | -24659 | -52230 | -69722 | -11707 | -69722 |
Avg Bars in Trades | 12 | 10 | 15 | 12 | 10 | 15 |
Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 5014 | 2019 | 2995 | 5014 | 2019 | 2995 |
Profit Streak | 15.2184 | 29.8851 | 15.2184 | 15.2184 | 29.8851 | 15.2184 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352879 | -57425 | -159780 | -241252 | -127703 | -579417 |
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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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