Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314912.136 | 292791.2602 | 22120.8758 | 58739.238 | 147002.8514 | -88263.6134 |
Total P&L (%) | 314.9121 | 292.7913 | 22.1209 | 58.7392 | 147.0029 | -88.2636 |
Avg Daily Profit (%) | 0.1512 | 0.1405 | 0.0106 | 0.0222 | 0.0434 | -0.1028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121965 | -65848 | -231166 | -269001 | -165921 | -320963 |
Profit Factor | 1.2602 | 1.5153 | 1.0344 | 1.0363 | 1.1974 | 0.8988 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Losing Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Profitability (%) | 50.8897 | 50.3546 | 51.4286 | 50.8897 | 50.3546 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.2161 | 1.494 | 0.977 | 1.0001 | 1.1805 | 0.8488 |
Largest Winning Trade | 61962 | 61962 | 45757 | 87878 | 87878 | 79353 |
Largest Losing Trade | -40741 | -40741 | -30772 | -73805 | -71584 | -73805 |
Avg Bars in Trades | 87 | 75 | 99 | 87 | 75 | 99 |
Avg Bars in Winners | 81 | 69 | 93 | 81 | 69 | 93 |
Avg Bars in Losers | 94 | 82 | 106 | 94 | 82 | 106 |
Bars Traded | 24620 | 10689 | 13931 | 24620 | 10689 | 13931 |
Profit Streak | 12.9141 | 12.9141 | 19.3308 | 12.9141 | 12.9141 | 19.3308 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349573 | -3544 | -367864 | -341872 | -137853 | -580217 |
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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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