Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182327.164 | 122945.3414 | 59381.8226 | 178994.5147 | 181632.3274 | -2637.8126 |
Total P&L (%) | 182.3272 | 122.9453 | 59.3818 | 178.9945 | 181.6323 | -2.6378 |
Avg Daily Profit (%) | 0.175 | 0.118 | 0.057 | 0.0986 | 0.0995 | -0.0026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65816 | -43764 | -49107 | -216743 | -116196 | -156719 |
Profit Factor | 1.367 | 1.5676 | 1.2119 | 1.1696 | 1.4368 | 0.9959 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 172 | 78 | 94 | 172 | 78 | 94 |
Losing Trades | 127 | 71 | 56 | 127 | 71 | 56 |
Profitability (%) | 57.5251 | 52.349 | 62.6667 | 57.5251 | 52.349 | 62.6667 |
Ratio Avg Win / Avg Loss | 1.0094 | 1.4269 | 0.722 | 0.8636 | 1.3078 | 0.5933 |
Largest Winning Trade | 44266 | 44266 | 18140 | 56382 | 56382 | 41588 |
Largest Losing Trade | -49107 | -18824 | -49107 | -138145 | -53574 | -138145 |
Avg Bars in Trades | 82 | 92 | 72 | 82 | 92 | 72 |
Avg Bars in Winners | 69 | 74 | 64 | 69 | 74 | 64 |
Avg Bars in Losers | 101 | 112 | 87 | 101 | 112 | 87 |
Bars Traded | 24743 | 13805 | 10938 | 24743 | 13805 | 10938 |
Profit Streak | 15.9214 | 16.963 | 15.9214 | 15.9214 | 16.963 | 15.9214 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431274 | -32496 | -116680 | -92966 | -58067 | -577835 |
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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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