Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607888.0804 | 396443.7037 | 211444.3767 | 194630.3577 | 261174.5707 | -66544.213 |
Total P&L (%) | 607.8881 | 396.4437 | 211.4444 | 194.6304 | 261.1746 | -66.5442 |
Avg Daily Profit (%) | 0.4105 | 0.2677 | 0.1428 | 0.073 | 0.0867 | -0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141043 | -93880 | -172150 | -214589 | -243072 | -276489 |
Profit Factor | 1.5287 | 1.7553 | 1.3384 | 1.0919 | 1.2754 | 0.9431 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Profitability (%) | 48.3871 | 44.3548 | 52.4194 | 48.3871 | 44.3548 | 52.4194 |
Ratio Avg Win / Avg Loss | 1.6306 | 2.2021 | 1.2148 | 1.1647 | 1.6001 | 0.856 |
Largest Winning Trade | 155390 | 155390 | 41771 | 145434 | 145434 | 92488 |
Largest Losing Trade | -90402 | -33759 | -90402 | -181740 | -97555 | -181740 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 2919 | 1479 | 1440 | 2919 | 1479 | 1440 |
Profit Streak | 10.5437 | 0 | 25.5437 | 10.5437 | 0 | 25.5437 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505012 | 337860 | -738 | -213279 | -78238 | -579389 |
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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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