Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245146.6168 | 5701.8022 | 239444.8146 | 69221.3488 | -97694.0067 | 166915.3555 |
Total P&L (%) | 245.1466 | 5.7018 | 239.4448 | 69.2213 | -97.694 | 166.9154 |
Avg Daily Profit (%) | 0.1601 | 0.0037 | 0.1564 | 0.0344 | -0.2459 | 0.0641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195764 | -146284 | -115821 | -134744 | -151193 | -66670 |
Profit Factor | 1.1782 | 1.0074 | 1.3928 | 1.0457 | 0.8848 | 1.2502 |
Total Trades | 465 | 233 | 232 | 465 | 233 | 232 |
Winning Trades | 250 | 115 | 135 | 250 | 115 | 135 |
Losing Trades | 215 | 118 | 97 | 215 | 118 | 97 |
Profitability (%) | 53.7634 | 49.3562 | 58.1897 | 53.7634 | 49.3562 | 58.1897 |
Ratio Avg Win / Avg Loss | 1.0132 | 1.0337 | 1.0007 | 0.8993 | 0.9078 | 0.8983 |
Largest Winning Trade | 36885 | 36885 | 31495 | 50126 | 50126 | 38695 |
Largest Losing Trade | -45898 | -34005 | -45898 | -52413 | -40605 | -52413 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5956 | 2984 | 2972 | 5956 | 2984 | 2972 |
Profit Streak | 6.611 | 16.111 | 0 | 6.611 | 16.111 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13367 | -564200 | 356298 | -315083 | -579017 | -107167 |
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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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