Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233178.7887 | 45755.0068 | 187423.7819 | 103310.7955 | -83758.8598 | 187069.6553 |
Total P&L (%) | 233.1788 | 45.755 | 187.4238 | 103.3108 | -83.7589 | 187.0697 |
Avg Daily Profit (%) | 0.2244 | 0.044 | 0.1804 | 0.0683 | -0.1748 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95247 | -117655 | -67231 | -342176 | -309772 | -180439 |
Profit Factor | 1.2221 | 1.0754 | 1.4224 | 1.0632 | 0.9123 | 1.2748 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 184 | 88 | 96 | 184 | 88 | 96 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 58.9744 | 56.4103 | 61.5385 | 58.9744 | 56.4103 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.8501 | 0.831 | 0.889 | 0.7396 | 0.705 | 0.7968 |
Largest Winning Trade | 40859 | 40859 | 23775 | 45565 | 41991 | 45565 |
Largest Losing Trade | -34886 | -34886 | -33974 | -87246 | -87246 | -73464 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Losers | 51 | 49 | 54 | 51 | 49 | 54 |
Bars Traded | 12345 | 5862 | 6483 | 12345 | 5862 | 6483 |
Profit Streak | 8.42 | 8.42 | 24.3367 | 8.42 | 8.42 | 24.3367 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364301 | -273240 | 355736 | -250102 | -579013 | -55892 |
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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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