Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387548.476 | 260790.5248 | 126757.9512 | 264866.055 | 288027.0878 | -23161.0329 |
Total P&L (%) | 387.5485 | 260.7905 | 126.758 | 264.8661 | 288.0271 | -23.161 |
Avg Daily Profit (%) | 0.3788 | 0.2549 | 0.1239 | 0.1266 | 0.1326 | -0.0257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83391 | -71330 | -106743 | -263646 | -119372 | -273662 |
Profit Factor | 1.3589 | 1.5001 | 1.227 | 1.1761 | 1.3968 | 0.9702 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 123 | 52 | 71 | 123 | 52 | 71 |
Losing Trades | 171 | 95 | 76 | 171 | 95 | 76 |
Profitability (%) | 41.8367 | 35.3742 | 48.2993 | 41.8367 | 35.3742 | 48.2993 |
Ratio Avg Win / Avg Loss | 1.8892 | 2.7406 | 1.3134 | 1.6351 | 2.5518 | 1.0385 |
Largest Winning Trade | 182698 | 182698 | 36741 | 203232 | 203232 | 61034 |
Largest Losing Trade | -35160 | -22695 | -35160 | -181422 | -60515 | -181422 |
Avg Bars in Trades | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Winners | 119 | 130 | 111 | 119 | 130 | 111 |
Avg Bars in Losers | 55 | 61 | 48 | 55 | 61 | 48 |
Bars Traded | 24255 | 12672 | 11583 | 24255 | 12672 | 11583 |
Profit Streak | 10.1569 | 0 | 12.4902 | 10.1569 | 0 | 12.4902 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350155 | 167587 | -28201 | -50666 | -20068 | -579321 |
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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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