Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359240.6221 | 150494.8751 | 208745.7469 | 348040.0009 | 375391.4364 | -27351.4356 |
Total P&L (%) | 359.2406 | 150.4949 | 208.7457 | 348.04 | 375.3914 | -27.3514 |
Avg Daily Profit (%) | 0.223 | 0.0934 | 0.1296 | 0.0931 | 0.0968 | -0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174321 | -91553 | -135328 | -1530662 | -525581 | -1058508 |
Profit Factor | 1.3552 | 1.2859 | 1.4303 | 1.0634 | 1.1411 | 0.9903 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 52.0446 | 49.6296 | 54.4776 | 52.0446 | 49.6296 | 54.4776 |
Ratio Avg Win / Avg Loss | 1.2487 | 1.3051 | 1.1952 | 0.9799 | 1.1582 | 0.8275 |
Largest Winning Trade | 105166 | 105166 | 41722 | 723109 | 723109 | 258225 |
Largest Losing Trade | -42426 | -30139 | -42426 | -716354 | -192395 | -716354 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 2990 | 1500 | 1490 | 2990 | 1500 | 1490 |
Profit Streak | 38.09 | 38.09 | 43.59 | 38.09 | 38.09 | 43.59 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423190 | -66882 | -17078 | -217550 | -127641 | -578697 |
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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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