Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354268.5524 | 257895.0283 | 96373.524 | 78630.1943 | 22496.7854 | 56133.4089 |
Total P&L (%) | 354.2686 | 257.895 | 96.3735 | 78.6302 | 22.4968 | 56.1334 |
Avg Daily Profit (%) | 0.3462 | 0.252 | 0.0942 | 0.0567 | 0.0198 | 0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103259 | -118252 | -112104 | -320663 | -222914 | -181098 |
Profit Factor | 1.2968 | 1.3962 | 1.1775 | 1.0453 | 1.0226 | 1.0759 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 158 | 74 | 84 | 158 | 74 | 84 |
Losing Trades | 161 | 85 | 76 | 161 | 85 | 76 |
Profitability (%) | 49.5298 | 46.5409 | 52.5 | 49.5298 | 46.5409 | 52.5 |
Ratio Avg Win / Avg Loss | 1.3214 | 1.6038 | 1.0654 | 1.0652 | 1.1746 | 0.9735 |
Largest Winning Trade | 174943 | 174943 | 33232 | 214145 | 214145 | 61877 |
Largest Losing Trade | -49755 | -27965 | -49755 | -142566 | -62053 | -142566 |
Avg Bars in Trades | 75 | 86 | 65 | 75 | 86 | 65 |
Avg Bars in Winners | 93 | 111 | 78 | 93 | 111 | 78 |
Avg Bars in Losers | 58 | 64 | 51 | 58 | 64 | 51 |
Bars Traded | 24204 | 13696 | 10508 | 24204 | 13696 | 10508 |
Profit Streak | 8.5609 | 0 | 11.5609 | 8.5609 | 0 | 11.5609 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399271 | 316121 | -91265 | -285685 | -368307 | -273100 |
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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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