Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350243.2217 | 146299.1566 | 203944.0651 | -35257.0644 | 16434.0603 | -51691.1247 |
Total P&L (%) | 350.2432 | 146.2992 | 203.9441 | -35.2571 | 16.4341 | -51.6911 |
Avg Daily Profit (%) | 0.2294 | 0.0958 | 0.1336 | -0.0285 | 0.01 | -0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125119 | -99680 | -118779 | -100480 | -45305 | -113323 |
Profit Factor | 1.2539 | 1.2184 | 1.2875 | 0.9274 | 1.0827 | 0.82 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 177 | 83 | 94 | 177 | 83 | 94 |
Losing Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Profitability (%) | 50.7163 | 47.7011 | 53.7143 | 50.7163 | 47.7011 | 53.7143 |
Ratio Avg Win / Avg Loss | 1.2185 | 1.3358 | 1.1095 | 0.9012 | 1.1871 | 0.7066 |
Largest Winning Trade | 54765 | 54765 | 39800 | 12842 | 12842 | 9971 |
Largest Losing Trade | -93135 | -29314 | -93135 | -85932 | -11164 | -85932 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4541 | 2263 | 2278 | 4541 | 2263 | 2278 |
Profit Streak | 20.498 | 24.8313 | 20.498 | 20.498 | 24.8313 | 20.498 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409843 | -64711 | -12540 | -577067 | -317525 | -578598 |
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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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