Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285081.9001 | 237974.7961 | 47107.104 | 45848.6261 | 110674.7294 | -64826.1033 |
Total P&L (%) | 285.0819 | 237.9748 | 47.1071 | 45.8486 | 110.6747 | -64.8261 |
Avg Daily Profit (%) | 0.2348 | 0.196 | 0.0388 | 0.0311 | 0.0614 | -0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85623 | -79780 | -120661 | -104788 | -73498 | -163171 |
Profit Factor | 1.2675 | 1.4726 | 1.0838 | 1.0529 | 1.2846 | 0.8641 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 47.6923 | 46.1538 | 49.2308 | 47.6923 | 46.1538 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.3902 | 1.718 | 1.1177 | 1.1548 | 1.4987 | 0.8911 |
Largest Winning Trade | 68185 | 68185 | 23512 | 50958 | 50958 | 20336 |
Largest Losing Trade | -73053 | -28541 | -73053 | -71749 | -28541 | -71749 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 3607 | 1885 | 1722 | 3607 | 1885 | 1722 |
Profit Streak | 6.6345 | 0 | 9.9678 | 6.6345 | 0 | 9.9678 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332367 | 302732 | -270596 | -313925 | -112402 | -580344 |
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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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