Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247611.0407 | 66677.2048 | 180933.8358 | 49401.9055 | -44189.1928 | 93591.0983 |
Total P&L (%) | 247.611 | 66.6772 | 180.9338 | 49.4019 | -44.1892 | 93.5911 |
Avg Daily Profit (%) | 0.1641 | 0.0442 | 0.1199 | 0.0266 | -0.0386 | 0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150033 | -121484 | -101396 | -81718 | -81129 | -36901 |
Profit Factor | 1.2162 | 1.1095 | 1.3376 | 1.0933 | 0.8528 | 1.4082 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 148 | 65 | 83 | 148 | 65 | 83 |
Losing Trades | 146 | 82 | 64 | 146 | 82 | 64 |
Profitability (%) | 50.3401 | 44.2177 | 56.4626 | 50.3401 | 44.2177 | 56.4626 |
Ratio Avg Win / Avg Loss | 1.1998 | 1.3996 | 1.0314 | 1.0785 | 1.0758 | 1.0858 |
Largest Winning Trade | 96192 | 96192 | 35973 | 22636 | 15191 | 22636 |
Largest Losing Trade | -33573 | -27243 | -33573 | -17155 | -15148 | -17155 |
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 | 4380 | 2189 | 2191 | 4380 | 2189 | 2191 |
Profit Streak | 8.3194 | 0 | 13.3194 | 8.3194 | 0 | 13.3194 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339039 | -236366 | -31101 | -274065 | -581247 | -132137 |
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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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