Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276435.6433 | 200563.1472 | 75872.4961 | 21846.3702 | 99446.2492 | -77599.8791 |
Total P&L (%) | 276.4356 | 200.5631 | 75.8725 | 21.8464 | 99.4462 | -77.5999 |
Avg Daily Profit (%) | 0.2697 | 0.1957 | 0.074 | 0.0193 | 0.0674 | -0.1459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136160 | -126032 | -84969 | -268650 | -126051 | -211256 |
Profit Factor | 1.178 | 1.2452 | 1.1032 | 1.0118 | 1.1067 | 0.9155 |
Total Trades | 510 | 255 | 255 | 510 | 255 | 255 |
Winning Trades | 278 | 137 | 141 | 278 | 137 | 141 |
Losing Trades | 232 | 118 | 114 | 232 | 118 | 114 |
Profitability (%) | 54.5098 | 53.7255 | 55.2941 | 54.5098 | 53.7255 | 55.2941 |
Ratio Avg Win / Avg Loss | 0.9831 | 1.0725 | 0.8919 | 0.8444 | 0.9532 | 0.7402 |
Largest Winning Trade | 156014 | 156014 | 35311 | 85093 | 85093 | 36817 |
Largest Losing Trade | -36742 | -34200 | -36742 | -58930 | -36391 | -58930 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 6106 | 3023 | 3083 | 6106 | 3023 | 3083 |
Profit Streak | 9.8213 | 9.8213 | 14.488 | 9.8213 | 9.8213 | 14.488 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13100 | 359215 | -199508 | -376843 | -205095 | -577483 |
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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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