Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415290.4017 | 303799.4156 | 111490.9861 | 67956.5637 | 194575.2487 | -126618.6851 |
Total P&L (%) | 415.2904 | 303.7994 | 111.491 | 67.9566 | 194.5752 | -126.6187 |
Avg Daily Profit (%) | 0.2802 | 0.2049 | 0.0752 | 0.035 | 0.0729 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97522 | -126311 | -136972 | -322447 | -330245 | -230266 |
Profit Factor | 1.2901 | 1.4766 | 1.1404 | 1.0313 | 1.1929 | 0.8913 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Losing Trades | 197 | 101 | 96 | 197 | 101 | 96 |
Profitability (%) | 42.7326 | 41.2791 | 44.186 | 42.7326 | 41.2791 | 44.186 |
Ratio Avg Win / Avg Loss | 1.7289 | 2.1005 | 1.4405 | 1.382 | 1.6969 | 1.1258 |
Largest Winning Trade | 138505 | 138505 | 38770 | 155362 | 155362 | 60016 |
Largest Losing Trade | -54905 | -20494 | -54905 | -86234 | -72699 | -86234 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 18 | 15 | 22 | 18 | 15 | 22 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4429 | 1919 | 2510 | 4429 | 1919 | 2510 |
Profit Streak | 14.1437 | 0 | 28.8103 | 14.1437 | 0 | 28.8103 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334290 | 258089 | -159239 | -332580 | -105612 | -579742 |
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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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