Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288061.7619 | 50503.946 | 237557.8158 | 10089.4364 | -63679.0742 | 73768.5106 |
Total P&L (%) | 288.0618 | 50.5039 | 237.5578 | 10.0894 | -63.6791 | 73.7685 |
Avg Daily Profit (%) | 0.1799 | 0.0315 | 0.1484 | 0.006 | -0.0632 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118364 | -125867 | -94991 | -334652 | -231256 | -214026 |
Profit Factor | 1.2064 | 1.0621 | 1.4077 | 1.0041 | 0.9508 | 1.0642 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 200 | 89 | 111 | 200 | 89 | 111 |
Losing Trades | 174 | 98 | 76 | 174 | 98 | 76 |
Profitability (%) | 53.4759 | 47.5936 | 59.3583 | 53.4759 | 47.5936 | 59.3583 |
Ratio Avg Win / Avg Loss | 1.0495 | 1.1695 | 0.9638 | 0.8736 | 1.0469 | 0.7286 |
Largest Winning Trade | 65775 | 65775 | 30708 | 75960 | 75960 | 73954 |
Largest Losing Trade | -60220 | -60220 | -49881 | -111846 | -82850 | -111846 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4801 | 2410 | 2391 | 4801 | 2410 | 2391 |
Profit Streak | 4.5682 | 0 | 17.5682 | 4.5682 | 0 | 17.5682 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358391 | -304500 | 253814 | -562454 | -579345 | -295397 |
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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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