Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327618.2008 | 271367.0514 | 56251.1494 | 133470.4741 | 114631.815 | 18838.6591 |
Total P&L (%) | 327.6182 | 271.3671 | 56.2511 | 133.4705 | 114.6318 | 18.8387 |
Avg Daily Profit (%) | 0.1757 | 0.1455 | 0.0302 | 0.0455 | 0.041 | 0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155959 | -172770 | -56833 | -591569 | -588249 | -278564 |
Profit Factor | 1.3655 | 1.5499 | 1.1397 | 1.0469 | 1.0729 | 1.0148 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 48.1781 | 44.7154 | 51.6129 | 48.1781 | 44.7154 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.4688 | 1.9162 | 1.0684 | 1.126 | 1.3265 | 0.9514 |
Largest Winning Trade | 116100 | 116100 | 26997 | 252089 | 252089 | 127965 |
Largest Losing Trade | -45258 | -29104 | -45258 | -231821 | -185625 | -231821 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
Bars Traded | 5490 | 2970 | 2520 | 5490 | 2970 | 2520 |
Profit Streak | 4.9899 | 0 | 6.9899 | 4.9899 | 0 | 6.9899 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340814 | 69034 | -219473 | -299578 | -280557 | -393122 |
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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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