Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228345.3424 | 106419.6466 | 121925.6958 | 179637.369 | -9864.1007 | 189501.4698 |
Total P&L (%) | 228.3453 | 106.4196 | 121.9257 | 179.6374 | -9.8641 | 189.5015 |
Avg Daily Profit (%) | 0.2192 | 0.1022 | 0.1171 | 0.0988 | -0.01 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91460 | -60961 | -89301 | -183169 | -193670 | -172313 |
Profit Factor | 1.2906 | 1.2727 | 1.3084 | 1.1012 | 0.9889 | 1.2129 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 179 | 82 | 97 | 179 | 82 | 97 |
Losing Trades | 161 | 88 | 73 | 161 | 88 | 73 |
Profitability (%) | 52.6471 | 48.2353 | 57.0588 | 52.6471 | 48.2353 | 57.0588 |
Ratio Avg Win / Avg Loss | 1.1608 | 1.3658 | 0.9846 | 0.9905 | 1.0612 | 0.9128 |
Largest Winning Trade | 52884 | 52884 | 28431 | 66298 | 66298 | 56438 |
Largest Losing Trade | -62567 | -17872 | -62567 | -139522 | -47356 | -139522 |
Avg Bars in Trades | 72 | 64 | 79 | 72 | 64 | 79 |
Avg Bars in Winners | 82 | 73 | 90 | 82 | 73 | 90 |
Avg Bars in Losers | 60 | 56 | 65 | 60 | 56 | 65 |
Bars Traded | 24543 | 10950 | 13593 | 24543 | 10950 | 13593 |
Profit Streak | 4.7312 | 4.7312 | 7.8145 | 4.7312 | 4.7312 | 7.8145 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391068 | -56554 | -35880 | -168908 | -578998 | -56397 |
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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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