Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407061.8163 | 320289.0663 | 86772.75 | 41657.756 | 72704.6723 | -31046.9163 |
Total P&L (%) | 407.0618 | 320.2891 | 86.7728 | 41.6578 | 72.7047 | -31.0469 |
Avg Daily Profit (%) | 0.1875 | 0.1476 | 0.04 | 0.016 | 0.0252 | -0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130291 | -63511 | -203633 | -191644 | -102975 | -151067 |
Profit Factor | 1.2918 | 1.4956 | 1.1159 | 1.0281 | 1.1049 | 0.9606 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 134 | 60 | 74 | 134 | 60 | 74 |
Losing Trades | 121 | 67 | 54 | 121 | 67 | 54 |
Profitability (%) | 52.549 | 47.2441 | 57.8125 | 52.549 | 47.2441 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.1665 | 1.6701 | 0.8143 | 0.9284 | 1.2338 | 0.7009 |
Largest Winning Trade | 65119 | 65119 | 51306 | 51591 | 51591 | 43217 |
Largest Losing Trade | -65967 | -38975 | -65967 | -66852 | -58443 | -66852 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4127 | 2056 | 2071 | 4127 | 2056 | 2071 |
Profit Streak | 12.8738 | 0 | 85.3738 | 12.8738 | 0 | 85.3738 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363647 | 191741 | -231654 | -362172 | -265402 | -578249 |
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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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