Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394870.0494 | 288931.6101 | 105938.4393 | 223479.6693 | -194322.2417 | 417801.911 |
Total P&L (%) | 394.87 | 288.9316 | 105.9384 | 223.4797 | -194.3222 | 417.8019 |
Avg Daily Profit (%) | 0.1814 | 0.1327 | 0.0487 | 0.0539 | 0 | 0.0756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131853 | -89668 | -80945 | -933378 | -917743 | -434550 |
Profit Factor | 1.3884 | 1.5492 | 1.216 | 1.0399 | 0.9341 | 1.1572 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Profitability (%) | 41.4894 | 39.7163 | 43.2624 | 41.4894 | 39.7163 | 43.2624 |
Ratio Avg Win / Avg Loss | 1.958 | 2.3514 | 1.5947 | 1.4665 | 1.4178 | 1.5176 |
Largest Winning Trade | 146360 | 146360 | 37094 | 441169 | 441169 | 250650 |
Largest Losing Trade | -41859 | -41859 | -25815 | -164915 | -164915 | -144404 |
Avg Bars in Trades | 45 | 42 | 47 | 45 | 42 | 47 |
Avg Bars in Winners | 66 | 62 | 69 | 66 | 62 | 69 |
Avg Bars in Losers | 29 | 29 | 30 | 29 | 29 | 30 |
Bars Traded | 12696 | 6006 | 6690 | 12696 | 6006 | 6690 |
Profit Streak | 35.5818 | 35.9151 | 35.5818 | 35.5818 | 35.9151 | 35.5818 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300726 | -16791 | -129509 | -298417 | -582748 | -140838 |
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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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