Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284897.0839 | 55926.7346 | 228970.3493 | 75044.398 | -68460.9964 | 143505.3944 |
Total P&L (%) | 284.8971 | 55.9267 | 228.9703 | 75.0444 | -68.461 | 143.5054 |
Avg Daily Profit (%) | 0.185 | 0.0363 | 0.1487 | 0.0364 | -0.0749 | 0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162322 | -101365 | -101150 | -608227 | -349161 | -360800 |
Profit Factor | 1.2352 | 1.0918 | 1.3806 | 1.0239 | 0.9559 | 1.0905 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 158 | 75 | 83 | 158 | 75 | 83 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 54.2955 | 51.3699 | 57.2414 | 54.2955 | 51.3699 | 57.2414 |
Ratio Avg Win / Avg Loss | 1.0398 | 1.0335 | 1.0313 | 0.8619 | 0.9049 | 0.8146 |
Largest Winning Trade | 41862 | 33434 | 41862 | 97923 | 97923 | 87106 |
Largest Losing Trade | -44096 | -30347 | -44096 | -122466 | -79065 | -122466 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4358 | 2186 | 2172 | 4358 | 2186 | 2172 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343340 | -264628 | 252587 | -337850 | -580490 | -237298 |
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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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