Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196841.4405 | 126522.072 | 70319.3685 | 266560.3771 | 283191.2822 | -16630.9051 |
Total P&L (%) | 196.8414 | 126.5221 | 70.3194 | 266.5604 | 283.1913 | -16.6309 |
Avg Daily Profit (%) | 0.3779 | 0.2429 | 0.135 | 0.2497 | 0.2583 | -0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53509 | -41844 | -61714 | -265241 | -106806 | -301432 |
Profit Factor | 1.3298 | 1.4574 | 1.2196 | 1.1731 | 1.4437 | 0.9816 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 44.0972 | 42.3611 | 45.8333 | 44.0972 | 42.3611 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.6858 | 1.9831 | 1.4413 | 1.4871 | 1.9643 | 1.16 |
Largest Winning Trade | 38739 | 38739 | 20930 | 94752 | 94752 | 76855 |
Largest Losing Trade | -15155 | -12730 | -15155 | -51991 | -34959 | -51991 |
Avg Bars in Trades | 85 | 85 | 86 | 85 | 85 | 86 |
Avg Bars in Winners | 115 | 119 | 111 | 115 | 119 | 111 |
Avg Bars in Losers | 62 | 60 | 64 | 62 | 60 | 64 |
Bars Traded | 24720 | 12281 | 12439 | 24720 | 12281 | 12439 |
Profit Streak | 5.1222 | 10.393 | 0 | 5.1222 | 10.393 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355523 | 271157 | -15557 | -22761 | 272847 | -581473 |
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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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