Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393036.2895 | 351387.0379 | 41649.2516 | -44477.7551 | 74756.5367 | -119234.2918 |
Total P&L (%) | 393.0363 | 351.387 | 41.6493 | -44.4778 | 74.7565 | -119.2343 |
Avg Daily Profit (%) | 0.2109 | 0.1885 | 0.0223 | -0.0316 | 0.03 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266393 | -137085 | -179277 | -250063 | -151666 | -134045 |
Profit Factor | 1.2392 | 1.4742 | 1.0462 | 0.9649 | 1.138 | 0.8354 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 154 | 71 | 83 | 154 | 71 | 83 |
Losing Trades | 149 | 81 | 68 | 149 | 81 | 68 |
Profitability (%) | 50.8251 | 46.7105 | 54.9669 | 50.8251 | 46.7105 | 54.9669 |
Ratio Avg Win / Avg Loss | 1.1989 | 1.6819 | 0.8571 | 0.9335 | 1.2983 | 0.6845 |
Largest Winning Trade | 111586 | 111586 | 42844 | 67060 | 67060 | 45539 |
Largest Losing Trade | -64364 | -39048 | -64364 | -85459 | -85459 | -72102 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3521 | 1768 | 1753 | 3521 | 1768 | 1753 |
Profit Streak | 12.3072 | 12.3072 | 53.3072 | 12.3072 | 12.3072 | 53.3072 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377272 | 347068 | -333888 | -577724 | -221743 | -578148 |
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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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