Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334209.78 | 237607.3884 | 96602.3916 | 100836.0463 | 127903.0069 | -27066.9606 |
Total P&L (%) | 334.2098 | 237.6074 | 96.6024 | 100.836 | 127.903 | -27.067 |
Avg Daily Profit (%) | 0.3249 | 0.231 | 0.0939 | 0.0678 | 0.0801 | -0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132248 | -65828 | -135017 | -169203 | -112977 | -132568 |
Profit Factor | 1.2971 | 1.4908 | 1.1507 | 1.1135 | 1.3201 | 0.9446 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 181 | 82 | 99 | 181 | 82 | 99 |
Losing Trades | 197 | 107 | 90 | 197 | 107 | 90 |
Profitability (%) | 47.8836 | 43.3862 | 52.381 | 47.8836 | 43.3862 | 52.381 |
Ratio Avg Win / Avg Loss | 1.4117 | 1.9453 | 1.0461 | 1.2119 | 1.7226 | 0.8587 |
Largest Winning Trade | 155524 | 155524 | 33468 | 119687 | 119687 | 30085 |
Largest Losing Trade | -62061 | -19472 | -62061 | -82801 | -49751 | -82801 |
Avg Bars in Trades | 32 | 31 | 32 | 32 | 31 | 32 |
Avg Bars in Winners | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 12108 | 5879 | 6230 | 12108 | 5879 | 6230 |
Profit Streak | 16.1463 | 16.1463 | 16.7296 | 16.1463 | 16.1463 | 16.7296 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410048 | 312676 | -120502 | -195430 | -86243 | -578966 |
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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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