Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252455.3596 | 38682.6534 | 213772.7062 | 127247.1311 | -32596.3236 | 159843.4548 |
Total P&L (%) | 252.4554 | 38.6827 | 213.7727 | 127.2471 | -32.5963 | 159.8435 |
Avg Daily Profit (%) | 0.1948 | 0.0299 | 0.165 | 0.0634 | -0.0304 | 0.0737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111285 | -86470 | -94300 | -452268 | -346191 | -339450 |
Profit Factor | 1.2529 | 1.0696 | 1.4831 | 1.0512 | 0.9755 | 1.1382 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 149 | 73 | 76 | 149 | 73 | 76 |
Losing Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Profitability (%) | 50.8532 | 49.6599 | 52.0548 | 50.8532 | 49.6599 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.2108 | 1.0842 | 1.3661 | 1.0159 | 0.9889 | 1.0483 |
Largest Winning Trade | 60937 | 60937 | 36827 | 182698 | 182698 | 65081 |
Largest Losing Trade | -37418 | -29362 | -37418 | -172822 | -138204 | -172822 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3761 | 1888 | 1873 | 3761 | 1888 | 1873 |
Profit Streak | 10.4581 | 10.4581 | 23.4581 | 10.4581 | 10.4581 | 23.4581 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374125 | -298691 | 357699 | -269541 | -580144 | -161590 |
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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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