Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286482.5805 | 49929.8556 | 236552.7249 | 43437.2639 | -4518.2146 | 47955.4784 |
Total P&L (%) | 286.4826 | 49.9299 | 236.5527 | 43.4373 | -4.5182 | 47.9555 |
Avg Daily Profit (%) | 0.1773 | 0.0309 | 0.1464 | 0.0223 | -0.0029 | 0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157420 | -146308 | -85316 | -192703 | -127863 | -167946 |
Profit Factor | 1.2068 | 1.0669 | 1.3701 | 1.0286 | 0.9941 | 1.0642 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 197 | 89 | 108 | 197 | 89 | 108 |
Losing Trades | 154 | 86 | 68 | 154 | 86 | 68 |
Profitability (%) | 56.1254 | 50.8571 | 61.3636 | 56.1254 | 50.8571 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.9434 | 1.0309 | 0.8627 | 0.8041 | 0.9606 | 0.6701 |
Largest Winning Trade | 47327 | 47327 | 29803 | 61975 | 61975 | 42714 |
Largest Losing Trade | -40573 | -39404 | -40573 | -58361 | -45468 | -58361 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 6438 | 3219 | 3218 | 6438 | 3219 | 3218 |
Profit Streak | 10.3453 | 14.8453 | 10.3453 | 10.3453 | 14.8453 | 10.3453 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334139 | -298533 | 145725 | -351627 | -579440 | -310737 |
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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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