Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320324.1741 | 211296.5938 | 109027.5803 | 129723.7668 | 183670.9133 | -53947.1465 |
Total P&L (%) | 320.3242 | 211.2966 | 109.0276 | 129.7238 | 183.6709 | -53.9471 |
Avg Daily Profit (%) | 0.1897 | 0.1251 | 0.0646 | 0.0493 | 0.0618 | -0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180460 | -153465 | -118629 | -107649 | -34212 | -100026 |
Profit Factor | 1.2423 | 1.3524 | 1.1509 | 1.2457 | 2.0341 | 0.846 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 191 | 93 | 98 | 191 | 93 | 98 |
Losing Trades | 199 | 102 | 97 | 199 | 102 | 97 |
Profitability (%) | 48.9744 | 47.6923 | 50.2564 | 48.9744 | 47.6923 | 50.2564 |
Ratio Avg Win / Avg Loss | 1.2943 | 1.4833 | 1.1391 | 1.2979 | 2.231 | 0.8374 |
Largest Winning Trade | 41024 | 41024 | 28702 | 66827 | 66827 | 25614 |
Largest Losing Trade | -52230 | -24659 | -52230 | -69722 | -11707 | -69722 |
Avg Bars in Trades | 12 | 10 | 15 | 12 | 10 | 15 |
Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 5020 | 2025 | 2995 | 5020 | 2025 | 2995 |
Profit Streak | 18.079 | 32.7457 | 18.079 | 18.079 | 32.7457 | 18.079 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383626 | -24302 | -159952 | -123988 | -105308 | -579437 |
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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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