Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341305.4525 | 209771.5018 | 131533.9507 | 272222.461 | 231750.4141 | 40472.0469 |
Total P&L (%) | 341.3055 | 209.7715 | 131.534 | 272.2225 | 231.7504 | 40.472 |
Avg Daily Profit (%) | 0.2034 | 0.125 | 0.0784 | 0.0784 | 0.0715 | 0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69969 | -84590 | -52592 | -359940 | -154768 | -252303 |
Profit Factor | 1.4119 | 1.5043 | 1.3187 | 1.1284 | 1.2167 | 1.0385 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 48.2353 | 47.6563 | 48.8189 | 48.2353 | 47.6563 | 48.8189 |
Ratio Avg Win / Avg Loss | 1.5152 | 1.6523 | 1.3825 | 1.211 | 1.3364 | 1.0888 |
Largest Winning Trade | 118802 | 118802 | 47567 | 213490 | 213490 | 133625 |
Largest Losing Trade | -57062 | -22038 | -57062 | -124150 | -93715 | -124150 |
Avg Bars in Trades | 77 | 71 | 84 | 77 | 71 | 84 |
Avg Bars in Winners | 103 | 92 | 114 | 103 | 92 | 114 |
Avg Bars in Losers | 53 | 52 | 55 | 53 | 52 | 55 |
Bars Traded | 19872 | 9169 | 10703 | 19872 | 9169 | 10703 |
Profit Streak | 8.3974 | 9.3974 | 0 | 8.3974 | 9.3974 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390537 | -24146 | -88772 | -166266 | -98372 | -346789 |
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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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