Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154790.9423 | 45201.0077 | 109589.9346 | 191252.3558 | -6784.5281 | 198036.8839 |
Total P&L (%) | 154.7909 | 45.201 | 109.5899 | 191.2524 | -6.7845 | 198.0369 |
Avg Daily Profit (%) | 0.2972 | 0.0868 | 0.2104 | 0.2055 | -0.0135 | 0.2099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50234 | -47484 | -38757 | -88663 | -105449 | -38163 |
Profit Factor | 1.3003 | 1.1509 | 1.5074 | 1.2162 | 0.9879 | 1.6088 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 159 | 71 | 88 | 159 | 71 | 88 |
Losing Trades | 133 | 75 | 58 | 133 | 75 | 58 |
Profitability (%) | 54.4521 | 48.6301 | 60.274 | 54.4521 | 48.6301 | 60.274 |
Ratio Avg Win / Avg Loss | 1.0877 | 1.2158 | 0.9935 | 1.0173 | 1.0435 | 1.0603 |
Largest Winning Trade | 26389 | 26389 | 24037 | 43363 | 43363 | 32278 |
Largest Losing Trade | -22874 | -22874 | -15811 | -35753 | -35753 | -18504 |
Avg Bars in Trades | 84 | 90 | 78 | 84 | 90 | 78 |
Avg Bars in Winners | 87 | 92 | 84 | 87 | 92 | 84 |
Avg Bars in Losers | 80 | 89 | 68 | 80 | 89 | 68 |
Bars Traded | 24640 | 13221 | 11419 | 24640 | 13221 | 11419 |
Profit Streak | 4.3283 | 4.7866 | 0 | 4.3283 | 4.7866 | 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 | 365727 | -134109 | 287635 | 318999 | -579864 | 368467 |
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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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