Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312919.0263 | 229618.2363 | 83300.79 | 14696.1104 | 98364.8691 | -83668.7588 |
Total P&L (%) | 312.919 | 229.6182 | 83.3008 | 14.6961 | 98.3649 | -83.6688 |
Avg Daily Profit (%) | 0.2202 | 0.1616 | 0.0586 | 0.0096 | 0.0482 | -0.1274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146612 | -100742 | -90845 | -219540 | -116044 | -233159 |
Profit Factor | 1.2915 | 1.4956 | 1.1366 | 1.0193 | 1.3542 | 0.8267 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Profitability (%) | 54.1254 | 53.6424 | 54.6053 | 54.1254 | 53.6424 | 54.6053 |
Ratio Avg Win / Avg Loss | 1.0947 | 1.2925 | 0.9448 | 0.8639 | 1.1703 | 0.6872 |
Largest Winning Trade | 61221 | 61221 | 36489 | 28814 | 28814 | 25403 |
Largest Losing Trade | -85482 | -48614 | -85482 | -219540 | -81817 | -219540 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 20 | 25 | 15 | 20 | 25 | 15 |
Bars Traded | 5601 | 3156 | 2445 | 5601 | 3156 | 2445 |
Profit Streak | 12.1973 | 0 | 34.9473 | 12.1973 | 0 | 34.9473 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390352 | 344061 | -184532 | -397536 | -127133 | -578670 |
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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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