Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343815.3204 | 247661.4868 | 96153.8336 | 220892.6796 | 246219.5257 | -25326.846 |
Total P&L (%) | 343.8153 | 247.6615 | 96.1538 | 220.8927 | 246.2195 | -25.3268 |
Avg Daily Profit (%) | 0.253 | 0.1822 | 0.0708 | 0.0858 | 0.0914 | -0.0215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143726 | -91497 | -132816 | -237002 | -97660 | -209740 |
Profit Factor | 1.3036 | 1.4295 | 1.173 | 1.137 | 1.3279 | 0.9706 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 140 | 62 | 78 | 140 | 62 | 78 |
Losing Trades | 131 | 73 | 58 | 131 | 73 | 58 |
Profitability (%) | 51.6605 | 45.9259 | 57.3529 | 51.6605 | 45.9259 | 57.3529 |
Ratio Avg Win / Avg Loss | 1.2198 | 1.6831 | 0.8722 | 1.0639 | 1.5635 | 0.7217 |
Largest Winning Trade | 54794 | 54794 | 47856 | 99970 | 99970 | 53089 |
Largest Losing Trade | -35879 | -29884 | -35879 | -78178 | -68864 | -78178 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3885 | 1933 | 1952 | 3885 | 1933 | 1952 |
Profit Streak | 13.4012 | 27.7346 | 13.4012 | 13.4012 | 27.7346 | 13.4012 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402088 | 322705 | -128745 | -145213 | -70032 | -579137 |
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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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