Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457132.4097 | 419375.6329 | 37756.7768 | 120352.5795 | 322565.108 | -202212.5285 |
Total P&L (%) | 457.1324 | 419.3756 | 37.7568 | 120.3526 | 322.5651 | -202.2125 |
Avg Daily Profit (%) | 0.245 | 0.2247 | 0.0202 | 0.0423 | 0.0773 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168135 | -95999 | -190413 | -686003 | -519861 | -578092 |
Profit Factor | 1.3847 | 1.738 | 1.0609 | 1.0259 | 1.1473 | 0.9174 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 115 | 47 | 68 | 115 | 47 | 68 |
Losing Trades | 171 | 96 | 75 | 171 | 96 | 75 |
Profitability (%) | 40.2098 | 32.8671 | 47.5524 | 40.2098 | 32.8671 | 47.5524 |
Ratio Avg Win / Avg Loss | 2.059 | 3.55 | 1.1701 | 1.5255 | 2.3435 | 1.0119 |
Largest Winning Trade | 251306 | 251306 | 36361 | 378968 | 378968 | 168031 |
Largest Losing Trade | -42943 | -25699 | -42943 | -184902 | -107409 | -184902 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 59 | 60 | 58 | 59 | 60 | 58 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 11100 | 5251 | 5849 | 11100 | 5251 | 5849 |
Profit Streak | 20.4372 | 20.4372 | 22.4372 | 20.4372 | 20.4372 | 22.4372 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304805 | 174348 | -322381 | -328464 | -153424 | -579690 |
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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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