Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293816.3924 | 233606.7706 | 60209.6218 | 163714.6904 | 193326.6694 | -29611.9791 |
Total P&L (%) | 293.8164 | 233.6068 | 60.2096 | 163.7147 | 193.3267 | -29.612 |
Avg Daily Profit (%) | 0.2402 | 0.191 | 0.0492 | 0.0793 | 0.088 | -0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66402 | -62793 | -111933 | -125421 | -105277 | -194323 |
Profit Factor | 1.2478 | 1.4203 | 1.0956 | 1.1005 | 1.2613 | 0.9667 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Losing Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Profitability (%) | 44.6945 | 44.2308 | 45.1613 | 44.6945 | 44.2308 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.5441 | 1.7909 | 1.3304 | 1.3618 | 1.5904 | 1.1738 |
Largest Winning Trade | 53118 | 53118 | 27953 | 53380 | 53380 | 44680 |
Largest Losing Trade | -32433 | -17936 | -32433 | -66201 | -30324 | -66201 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3640 | 1798 | 1842 | 3640 | 1798 | 1842 |
Profit Streak | 5.4002 | 6.4002 | 0 | 5.4002 | 6.4002 | 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 | 338039 | 304624 | -244556 | -196477 | -75520 | -580458 |
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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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