Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301523.5795 | 135538.2969 | 165985.2826 | 65536.5368 | -286299.9183 | 351836.4551 |
Total P&L (%) | 301.5236 | 135.5383 | 165.9853 | 65.5365 | -286.2999 | 351.8365 |
Avg Daily Profit (%) | 0.1978 | 0.0889 | 0.1089 | 0.0331 | 0 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162539 | -160203 | -69881 | -544963 | -608906 | -161614 |
Profit Factor | 1.3293 | 1.2415 | 1.4685 | 1.0259 | 0.8181 | 1.3668 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 135 | 62 | 73 | 135 | 62 | 73 |
Losing Trades | 159 | 85 | 74 | 159 | 85 | 74 |
Profitability (%) | 45.9184 | 42.1769 | 49.6599 | 45.9184 | 42.1769 | 49.6599 |
Ratio Avg Win / Avg Loss | 1.5656 | 1.702 | 1.4886 | 1.2082 | 1.1216 | 1.3856 |
Largest Winning Trade | 174785 | 174785 | 59045 | 214150 | 214150 | 191767 |
Largest Losing Trade | -35654 | -35654 | -24033 | -136507 | -136507 | -114187 |
Avg Bars in Trades | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 5977 | 2792 | 3185 | 5977 | 2792 | 3185 |
Profit Streak | 14.3522 | 21.3522 | 14.3522 | 14.3522 | 21.3522 | 14.3522 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370058 | -75285 | -45924 | -339774 | -580989 | -59750 |
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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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