Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291236.1915 | 229460.1436 | 61776.0479 | 64345.6463 | 74115.4521 | -9769.8058 |
Total P&L (%) | 291.2362 | 229.4601 | 61.776 | 64.3456 | 74.1155 | -9.7698 |
Avg Daily Profit (%) | 0.2035 | 0.1604 | 0.0432 | 0.0347 | 0.0388 | -0.0072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140148 | -133694 | -97807 | -247500 | -210006 | -131898 |
Profit Factor | 1.2194 | 1.317 | 1.1024 | 1.0416 | 1.0913 | 0.9867 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 193 | 84 | 109 | 193 | 84 | 109 |
Losing Trades | 209 | 117 | 92 | 209 | 117 | 92 |
Profitability (%) | 48.01 | 41.791 | 54.2289 | 48.01 | 41.791 | 54.2289 |
Ratio Avg Win / Avg Loss | 1.3205 | 1.8344 | 0.9305 | 1.1279 | 1.52 | 0.8328 |
Largest Winning Trade | 83553 | 83553 | 26309 | 121144 | 121144 | 50472 |
Largest Losing Trade | -38031 | -30096 | -38031 | -86476 | -36214 | -86476 |
Avg Bars in Trades | 14 | 20 | 7 | 14 | 20 | 7 |
Avg Bars in Winners | 14 | 23 | 7 | 14 | 23 | 7 |
Avg Bars in Losers | 13 | 18 | 6 | 13 | 18 | 6 |
Bars Traded | 5653 | 4185 | 1468 | 5653 | 4185 | 1468 |
Profit Streak | 21.703 | 21.703 | 23.453 | 21.703 | 21.703 | 23.453 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356264 | 241676 | -243487 | -319035 | -261972 | -578909 |
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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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