Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267761.6996 | 84241.6399 | 183520.0597 | 229356.5 | -60732.8354 | 290089.3354 |
Total P&L (%) | 267.7617 | 84.2416 | 183.5201 | 229.3565 | -60.7328 | 290.0893 |
Avg Daily Profit (%) | 0.2604 | 0.0819 | 0.1785 | 0.116 | -0.0909 | 0.1325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119340 | -81929 | -91783 | -278646 | -262011 | -179777 |
Profit Factor | 1.2631 | 1.1604 | 1.3727 | 1.102 | 0.9495 | 1.2772 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Losing Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Profitability (%) | 49.1018 | 49.1018 | 49.1018 | 49.1018 | 49.1018 | 49.1018 |
Ratio Avg Win / Avg Loss | 1.3093 | 1.2028 | 1.423 | 1.1423 | 0.9843 | 1.3239 |
Largest Winning Trade | 44077 | 44077 | 31834 | 60288 | 59560 | 60288 |
Largest Losing Trade | -41129 | -41129 | -28087 | -129006 | -129006 | -72625 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 18 | 16 | 21 | 18 | 16 | 21 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 5936 | 2710 | 3226 | 5936 | 2710 | 3226 |
Profit Streak | 5.8513 | 6.8513 | 5.8513 | 5.8513 | 6.8513 | 5.8513 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390334 | -126732 | 320881 | -143675 | -579844 | -15275 |
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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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