Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275396.3171 | 180484.6097 | 94911.7074 | 59972.1487 | 144902.7167 | -84930.568 |
Total P&L (%) | 275.3963 | 180.4846 | 94.9117 | 59.9721 | 144.9027 | -84.9306 |
Avg Daily Profit (%) | 0.1631 | 0.1069 | 0.0562 | 0.0278 | 0.0531 | -0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201014 | -203269 | -115790 | -206954 | -181485 | -114092 |
Profit Factor | 1.211 | 1.2768 | 1.1453 | 1.0537 | 1.2731 | 0.8553 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 165 | 78 | 87 | 165 | 78 | 87 |
Losing Trades | 216 | 112 | 104 | 216 | 112 | 104 |
Profitability (%) | 43.3071 | 41.0526 | 45.5497 | 43.3071 | 41.0526 | 45.5497 |
Ratio Avg Win / Avg Loss | 1.5853 | 1.8334 | 1.3691 | 1.3793 | 1.828 | 1.0224 |
Largest Winning Trade | 72201 | 72201 | 34436 | 82593 | 82593 | 38980 |
Largest Losing Trade | -33741 | -33741 | -32177 | -70885 | -70885 | -59811 |
Avg Bars in Trades | 8 | 9 | 7 | 8 | 9 | 7 |
Avg Bars in Winners | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 3324 | 1804 | 1520 | 3324 | 1804 | 1520 |
Profit Streak | 16.8366 | 32.8366 | 16.8366 | 16.8366 | 32.8366 | 16.8366 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312899 | -50998 | -178989 | -317127 | -122794 | -579547 |
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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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