Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248264.6516 | 85135.8096 | 163128.842 | 44057.0647 | 128220.9768 | -84163.9121 |
Total P&L (%) | 248.2647 | 85.1358 | 163.1288 | 44.0571 | 128.221 | -84.1639 |
Avg Daily Profit (%) | 0.1538 | 0.0527 | 0.101 | 0.0226 | 0.0511 | -0.1141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221564 | -125053 | -116358 | -891045 | -402047 | -519584 |
Profit Factor | 1.2382 | 1.1462 | 1.3547 | 1.0165 | 1.0913 | 0.9332 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 161 | 69 | 92 | 161 | 69 | 92 |
Losing Trades | 170 | 96 | 74 | 170 | 96 | 74 |
Profitability (%) | 48.6405 | 41.8182 | 55.4217 | 48.6405 | 41.8182 | 55.4217 |
Ratio Avg Win / Avg Loss | 1.3074 | 1.5947 | 1.0896 | 1.0734 | 1.5184 | 0.7506 |
Largest Winning Trade | 65564 | 65564 | 52236 | 304858 | 304858 | 86496 |
Largest Losing Trade | -50971 | -38980 | -50971 | -168054 | -96503 | -168054 |
Avg Bars in Trades | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
Bars Traded | 9477 | 4789 | 4688 | 9477 | 4789 | 4688 |
Profit Streak | 11.8595 | 0 | 38.8595 | 11.8595 | 0 | 38.8595 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325357 | -183679 | -54958 | -364742 | -246182 | -578053 |
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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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