Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397600.9699 | 344948.008 | 52652.9619 | 160058.8713 | 266903.4867 | -106844.6154 |
Total P&L (%) | 397.601 | 344.948 | 52.653 | 160.0589 | 266.9035 | -106.8446 |
Avg Daily Profit (%) | 0.2127 | 0.1845 | 0.0282 | 0.0511 | 0.0696 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89754 | -84188 | -71618 | -804540 | -634354 | -646697 |
Profit Factor | 1.4387 | 1.8666 | 1.1036 | 1.0275 | 1.1069 | 0.9679 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 51.6556 | 49.0066 | 54.3046 | 51.6556 | 49.0066 | 54.3046 |
Ratio Avg Win / Avg Loss | 1.3465 | 1.9422 | 0.9286 | 0.9616 | 1.1517 | 0.8144 |
Largest Winning Trade | 249817 | 249817 | 40579 | 371640 | 371640 | 261377 |
Largest Losing Trade | -49174 | -30901 | -49174 | -518802 | -302417 | -518802 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 7260 | 3427 | 3833 | 7260 | 3427 | 3833 |
Profit Streak | 7.6138 | 0 | 12.1138 | 7.6138 | 0 | 12.1138 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410782 | 401713 | -262960 | -313835 | -202922 | -579084 |
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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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