Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403144.0862 | 364510.7532 | 38633.333 | 36942.145 | -6921.6964 | 43863.8414 |
Total P&L (%) | 403.1441 | 364.5108 | 38.6333 | 36.9421 | -6.9217 | 43.8638 |
Avg Daily Profit (%) | 0.1935 | 0.175 | 0.0185 | 0.0151 | -0.0034 | 0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126535 | -77025 | -215329 | -185320 | -161712 | -149269 |
Profit Factor | 1.2563 | 1.4919 | 1.0464 | 1.0191 | 0.9928 | 1.045 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 159 | 75 | 84 | 159 | 75 | 84 |
Losing Trades | 213 | 111 | 102 | 213 | 111 | 102 |
Profitability (%) | 42.7419 | 40.3226 | 45.1613 | 42.7419 | 40.3226 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.6829 | 2.208 | 1.2707 | 1.3652 | 1.4693 | 1.2689 |
Largest Winning Trade | 99545 | 99545 | 53774 | 77237 | 77237 | 70733 |
Largest Losing Trade | -47836 | -22939 | -47836 | -44990 | -41972 | -44990 |
Avg Bars in Trades | 65 | 58 | 73 | 65 | 58 | 73 |
Avg Bars in Winners | 91 | 79 | 101 | 91 | 79 | 101 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 24529 | 10794 | 13735 | 24529 | 10794 | 13735 |
Profit Streak | 10.5512 | 10.5512 | 11.8012 | 10.5512 | 10.5512 | 11.8012 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313676 | 254905 | -340725 | -374450 | -581805 | -343310 |
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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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