Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531160.8046 | 414908.0032 | 116252.8015 | 12175.8661 | 34264.365 | -22088.4989 |
Total P&L (%) | 531.1608 | 414.908 | 116.2528 | 12.1759 | 34.2644 | -22.0885 |
Avg Daily Profit (%) | 0.3594 | 0.2807 | 0.0787 | 0.0078 | 0.0199 | -0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201785 | -147092 | -110264 | -1046107 | -752271 | -619946 |
Profit Factor | 1.3941 | 1.5866 | 1.1815 | 1.0027 | 1.0148 | 0.9897 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 124 | 53 | 71 | 124 | 53 | 71 |
Losing Trades | 171 | 94 | 77 | 171 | 94 | 77 |
Profitability (%) | 42.0339 | 36.0544 | 47.973 | 42.0339 | 36.0544 | 47.973 |
Ratio Avg Win / Avg Loss | 1.9225 | 2.814 | 1.2813 | 1.3828 | 1.7999 | 1.0733 |
Largest Winning Trade | 323711 | 323711 | 39935 | 189293 | 189293 | 166062 |
Largest Losing Trade | -76324 | -31536 | -76324 | -237854 | -237854 | -198813 |
Avg Bars in Trades | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Winners | 13 | 15 | 12 | 13 | 15 | 12 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 2904 | 1499 | 1405 | 2904 | 1499 | 1405 |
Profit Streak | 7.8555 | 0 | 11.3555 | 7.8555 | 0 | 11.3555 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380468 | 214089 | -108845 | -498643 | -377368 | -579149 |
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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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