Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287578.9004 | 238784.7707 | 48794.1296 | -38625.5577 | 5188.3143 | -43813.872 |
Total P&L (%) | 287.5789 | 238.7848 | 48.7941 | -38.6256 | 5.1883 | -43.8139 |
Avg Daily Profit (%) | 0.2032 | 0.1688 | 0.0345 | -0.0345 | 0.0036 | -0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173686 | -83905 | -147522 | -209643 | -114692 | -155173 |
Profit Factor | 1.3183 | 1.5428 | 1.1053 | 0.9559 | 1.0113 | 0.8952 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 51.0526 | 47.3684 | 54.7368 | 51.0526 | 47.3684 | 54.7368 |
Ratio Avg Win / Avg Loss | 1.2639 | 1.7142 | 0.914 | 0.9165 | 1.1237 | 0.7403 |
Largest Winning Trade | 128614 | 128614 | 48886 | 100094 | 100094 | 36255 |
Largest Losing Trade | -81169 | -45400 | -81169 | -59540 | -59540 | -51857 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 2798 | 1445 | 1353 | 2798 | 1445 | 1353 |
Profit Streak | 28.8037 | 29.8037 | 0 | 28.8037 | 29.8037 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352575 | 342952 | -254087 | -578828 | -562394 | -580186 |
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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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