Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350823.7565 | 262092.9703 | 88730.7862 | 198553.4112 | 224472.3415 | -25918.9302 |
Total P&L (%) | 350.8238 | 262.093 | 88.7308 | 198.5534 | 224.4723 | -25.9189 |
Avg Daily Profit (%) | 0.159 | 0.1188 | 0.0402 | 0.0496 | 0.0534 | -0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116055 | -62616 | -124194 | -333832 | -131073 | -306926 |
Profit Factor | 1.3328 | 1.5832 | 1.1467 | 1.1147 | 1.314 | 0.9745 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 145 | 79 | 66 | 145 | 79 | 66 |
Losing Trades | 117 | 52 | 65 | 117 | 52 | 65 |
Profitability (%) | 55.3435 | 60.3053 | 50.3817 | 55.3435 | 60.3053 | 50.3817 |
Ratio Avg Win / Avg Loss | 1.0754 | 1.0421 | 1.1294 | 0.8995 | 0.8649 | 0.9597 |
Largest Winning Trade | 64282 | 64282 | 48664 | 105944 | 105944 | 97739 |
Largest Losing Trade | -51501 | -51501 | -49109 | -170080 | -81218 | -170080 |
Avg Bars in Trades | 16 | 11 | 21 | 16 | 11 | 21 |
Avg Bars in Winners | 14 | 8 | 22 | 14 | 8 | 22 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 4255 | 1480 | 2775 | 4255 | 1480 | 2775 |
Profit Streak | 15.1284 | 0 | 18.6284 | 15.1284 | 0 | 18.6284 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377326 | -31208 | -197634 | -219759 | -121752 | -580095 |
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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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