Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354213.3558 | 172443.7631 | 181769.5927 | 68906.1055 | -17807.3215 | 86713.427 |
Total P&L (%) | 354.2134 | 172.4438 | 181.7696 | 68.9061 | -17.8073 | 86.7134 |
Avg Daily Profit (%) | 0.212 | 0.1032 | 0.1088 | 0.0314 | -0.0117 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136493 | -119847 | -91483 | -861385 | -547360 | -431569 |
Profit Factor | 1.2862 | 1.2758 | 1.2969 | 1.0214 | 0.9883 | 1.0511 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 136 | 59 | 77 | 136 | 59 | 77 |
Losing Trades | 153 | 86 | 67 | 153 | 86 | 67 |
Profitability (%) | 47.0588 | 40.6897 | 53.4722 | 47.0588 | 40.6897 | 53.4722 |
Ratio Avg Win / Avg Loss | 1.447 | 1.8596 | 1.1284 | 1.1491 | 1.4406 | 0.9146 |
Largest Winning Trade | 168304 | 168304 | 37672 | 303698 | 303698 | 188621 |
Largest Losing Trade | -41401 | -28355 | -41401 | -222581 | -177550 | -222581 |
Avg Bars in Trades | 16 | 14 | 19 | 16 | 14 | 19 |
Avg Bars in Winners | 17 | 13 | 21 | 17 | 13 | 21 |
Avg Bars in Losers | 16 | 14 | 17 | 16 | 14 | 17 |
Bars Traded | 4885 | 2095 | 2790 | 4885 | 2095 | 2790 |
Profit Streak | 8.3257 | 9.9924 | 0 | 8.3257 | 9.9924 | 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 | 325472 | -57011 | -47147 | -346711 | -581960 | -308375 |
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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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