Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235256.7921 | 187752.9797 | 47503.8124 | 67991.4009 | 134834.2083 | -66842.8074 |
Total P&L (%) | 235.2568 | 187.753 | 47.5038 | 67.9914 | 134.8342 | -66.8428 |
Avg Daily Profit (%) | 0.2258 | 0.1802 | 0.0456 | 0.0498 | 0.082 | -0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85517 | -74109 | -129431 | -188781 | -158988 | -276308 |
Profit Factor | 1.2462 | 1.4089 | 1.0957 | 1.0381 | 1.1627 | 0.9302 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Profitability (%) | 48.5915 | 49.2958 | 47.8873 | 48.5915 | 49.2958 | 47.8873 |
Ratio Avg Win / Avg Loss | 1.3184 | 1.4492 | 1.1924 | 1.0983 | 1.1959 | 1.0122 |
Largest Winning Trade | 71487 | 71487 | 30785 | 77071 | 77071 | 55417 |
Largest Losing Trade | -44624 | -24934 | -44624 | -112536 | -46012 | -112536 |
Avg Bars in Trades | 87 | 79 | 94 | 87 | 79 | 94 |
Avg Bars in Winners | 99 | 85 | 112 | 99 | 85 | 112 |
Avg Bars in Losers | 75 | 73 | 78 | 75 | 73 | 78 |
Bars Traded | 24735 | 11254 | 13481 | 24735 | 11254 | 13481 |
Profit Streak | 13.4939 | 0 | 27.4939 | 13.4939 | 0 | 27.4939 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328940 | 278993 | -248809 | -303630 | -125475 | -579098 |
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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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