Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295742.1849 | 272937.3995 | 22804.7854 | 57930.3617 | 122757.0184 | -64826.6567 |
Total P&L (%) | 295.7422 | 272.9374 | 22.8048 | 57.9304 | 122.757 | -64.8267 |
Avg Daily Profit (%) | 0.2396 | 0.2211 | 0.0185 | 0.037 | 0.0649 | -0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205480 | -48899 | -202348 | -166325 | -31595 | -168947 |
Profit Factor | 1.3616 | 1.8221 | 1.0469 | 1.1518 | 1.8964 | 0.7351 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 50.8021 | 47.3118 | 54.2553 | 50.8021 | 47.3118 | 54.2553 |
Ratio Avg Win / Avg Loss | 1.3186 | 2.0292 | 0.8827 | 1.1154 | 2.1118 | 0.6198 |
Largest Winning Trade | 58917 | 58917 | 25859 | 55359 | 55359 | 21382 |
Largest Losing Trade | -75935 | -34447 | -75935 | -68096 | -20893 | -68096 |
Avg Bars in Trades | 38 | 44 | 32 | 38 | 44 | 32 |
Avg Bars in Winners | 40 | 45 | 36 | 40 | 45 | 36 |
Avg Bars in Losers | 36 | 43 | 28 | 36 | 43 | 28 |
Bars Traded | 7189 | 4120 | 3069 | 7189 | 4120 | 3069 |
Profit Streak | 14.0309 | 14.0309 | 14.3643 | 14.0309 | 14.0309 | 14.3643 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395960 | 378127 | -342428 | -195223 | -103418 | -579454 |
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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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