Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247466.5818 | 239963.4907 | 7503.0911 | 11778.4208 | 214216.5711 | -202438.1503 |
Total P&L (%) | 247.4666 | 239.9635 | 7.5031 | 11.7784 | 214.2166 | -202.4382 |
Avg Daily Profit (%) | 0.1979 | 0.1919 | 0.006 | 0.0089 | 0.0916 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236453 | -77963 | -175533 | -434926 | -169626 | -344953 |
Profit Factor | 1.1874 | 1.3985 | 1.0104 | 1.0075 | 1.3265 | 0.7798 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 149 | 73 | 76 | 149 | 73 | 76 |
Losing Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Profitability (%) | 47.7564 | 46.7949 | 48.7179 | 47.7564 | 46.7949 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.299 | 1.59 | 1.0636 | 1.1021 | 1.5082 | 0.8209 |
Largest Winning Trade | 96553 | 96553 | 34803 | 100944 | 100944 | 81429 |
Largest Losing Trade | -29519 | -23534 | -29519 | -99144 | -64983 | -99144 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3698 | 1989 | 1709 | 3698 | 1989 | 1709 |
Profit Streak | 9.0277 | 10.3611 | 0 | 9.0277 | 10.3611 | 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 | -5044 | 334688 | -559575 | -501979 | -69353 | -580736 |
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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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