Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566720.1187 | 474996.1706 | 91723.9481 | 124907.2912 | -25102.0946 | 150009.3858 |
Total P&L (%) | 566.7201 | 474.9962 | 91.7239 | 124.9073 | -25.1021 | 150.0094 |
Avg Daily Profit (%) | 0.3255 | 0.2728 | 0.0527 | 0.0466 | -0.0166 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187496 | -140009 | -151786 | -304322 | -327488 | -202424 |
Profit Factor | 1.4913 | 1.8006 | 1.1637 | 1.061 | 0.9775 | 1.1613 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 188 | 101 | 87 | 188 | 101 | 87 |
Profitability (%) | 36.0544 | 31.2925 | 40.8163 | 36.0544 | 31.2925 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.6449 | 3.9535 | 1.6874 | 1.8818 | 2.1463 | 1.6839 |
Largest Winning Trade | 342874 | 342874 | 62793 | 187585 | 187585 | 96170 |
Largest Losing Trade | -51695 | -23305 | -51695 | -67461 | -67461 | -62255 |
Avg Bars in Trades | 70 | 65 | 75 | 70 | 65 | 75 |
Avg Bars in Winners | 117 | 111 | 122 | 117 | 111 | 122 |
Avg Bars in Losers | 43 | 44 | 43 | 43 | 44 | 43 |
Bars Traded | 20692 | 9594 | 11098 | 20692 | 9594 | 11098 |
Profit Streak | 20.9377 | 24.1043 | 20.9377 | 20.9377 | 24.1043 | 20.9377 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326032 | 188951 | -165074 | -285447 | -584410 | -167773 |
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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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