Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292376.6265 | 142733.2975 | 149643.329 | 519698.4943 | -94981.2989 | 614679.7931 |
Total P&L (%) | 292.3766 | 142.7333 | 149.6433 | 519.6985 | -94.9813 | 614.6798 |
Avg Daily Profit (%) | 0.2807 | 0.137 | 0.1437 | 0.1753 | -0.2868 | 0.189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69293 | -62183 | -52887 | -650625 | -443497 | -418469 |
Profit Factor | 1.3435 | 1.3313 | 1.3561 | 1.1594 | 0.9466 | 1.4146 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 166 | 80 | 86 | 166 | 80 | 86 |
Losing Trades | 210 | 108 | 102 | 210 | 108 | 102 |
Profitability (%) | 44.1489 | 42.5532 | 45.7447 | 44.1489 | 42.5532 | 45.7447 |
Ratio Avg Win / Avg Loss | 1.6996 | 1.7972 | 1.6084 | 1.4667 | 1.2779 | 1.6777 |
Largest Winning Trade | 47291 | 47291 | 31642 | 164094 | 163100 | 164094 |
Largest Losing Trade | -23164 | -16236 | -23164 | -105259 | -105259 | -94108 |
Avg Bars in Trades | 66 | 62 | 69 | 66 | 62 | 69 |
Avg Bars in Winners | 90 | 85 | 95 | 90 | 85 | 95 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 24826 | 11710 | 13116 | 24826 | 11710 | 13116 |
Profit Streak | 12.0914 | 0 | 15.7581 | 12.0914 | 0 | 15.7581 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363019 | -11188 | 4265 | -37025 | -581578 | 348592 |
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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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