Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350936.6346 | 316851.3187 | 34085.3159 | 103509.5534 | 387055.3601 | -283545.8066 |
Total P&L (%) | 350.9366 | 316.8513 | 34.0853 | 103.5096 | 387.0554 | -283.5458 |
Avg Daily Profit (%) | 0.2812 | 0.2539 | 0.0273 | 0.0569 | 0.1269 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136270 | -87065 | -133863 | -405306 | -156369 | -403802 |
Profit Factor | 1.2949 | 1.5724 | 1.0536 | 1.0458 | 1.3968 | 0.7794 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 159 | 75 | 84 | 159 | 75 | 84 |
Losing Trades | 172 | 90 | 82 | 172 | 90 | 82 |
Profitability (%) | 48.0363 | 45.4545 | 50.6024 | 48.0363 | 45.4545 | 50.6024 |
Ratio Avg Win / Avg Loss | 1.4008 | 1.8869 | 1.0285 | 1.1313 | 1.6762 | 0.7608 |
Largest Winning Trade | 133293 | 133293 | 39057 | 221146 | 221146 | 99014 |
Largest Losing Trade | -57652 | -27138 | -57652 | -270679 | -55531 | -270679 |
Avg Bars in Trades | 44 | 54 | 34 | 44 | 54 | 34 |
Avg Bars in Winners | 51 | 61 | 42 | 51 | 61 | 42 |
Avg Bars in Losers | 38 | 48 | 26 | 38 | 48 | 26 |
Bars Traded | 14688 | 8961 | 5727 | 14688 | 8961 | 5727 |
Profit Streak | 3.5703 | 0 | 5.8203 | 3.5703 | 0 | 5.8203 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313846 | 341367 | -319662 | -286689 | -23247 | -579685 |
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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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