Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419116.6772 | 358250.5043 | 60866.1729 | 132617.332 | 167411.0872 | -34793.7552 |
Total P&L (%) | 419.1167 | 358.2505 | 60.8662 | 132.6173 | 167.4111 | -34.7938 |
Avg Daily Profit (%) | 0.1674 | 0.1431 | 0.0243 | 0.0337 | 0.0393 | -0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104410 | -98434 | -225381 | -459285 | -509667 | -296310 |
Profit Factor | 1.3154 | 1.6011 | 1.083 | 1.0577 | 1.1478 | 0.9702 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 145 | 77 | 68 | 145 | 77 | 68 |
Losing Trades | 143 | 67 | 76 | 143 | 67 | 76 |
Profitability (%) | 50.3472 | 53.4722 | 47.2222 | 50.3472 | 53.4722 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.2972 | 1.3932 | 1.2105 | 1.0431 | 0.9987 | 1.0843 |
Largest Winning Trade | 50886 | 50886 | 49455 | 174893 | 174893 | 112149 |
Largest Losing Trade | -61008 | -35798 | -61008 | -161829 | -161829 | -120834 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 4842 | 2420 | 2422 | 4842 | 2420 | 2422 |
Profit Streak | 63.3921 | 92.8921 | 63.3921 | 63.3921 | 92.8921 | 63.3921 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388531 | 64405 | -290188 | -301680 | -198119 | -579113 |
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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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