Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540874.5757 | 447621.4047 | 93253.1711 | 191091.1576 | 200154.2848 | -9063.1271 |
Total P&L (%) | 540.8746 | 447.6214 | 93.2532 | 191.0912 | 200.1543 | -9.0631 |
Avg Daily Profit (%) | 0.2902 | 0.2401 | 0.05 | 0.0573 | 0.059 | -0.0051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147276 | -145070 | -119393 | -190673 | -166395 | -156266 |
Profit Factor | 1.3725 | 1.5996 | 1.1322 | 1.1134 | 1.2318 | 0.989 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 118 | 48 | 70 | 118 | 48 | 70 |
Losing Trades | 186 | 104 | 82 | 186 | 104 | 82 |
Profitability (%) | 38.8158 | 31.5789 | 46.0526 | 38.8158 | 31.5789 | 46.0526 |
Ratio Avg Win / Avg Loss | 2.1634 | 3.4658 | 1.3263 | 1.7551 | 2.6689 | 1.1585 |
Largest Winning Trade | 164123 | 164123 | 49910 | 122020 | 122020 | 45268 |
Largest Losing Trade | -40174 | -29132 | -40174 | -42056 | -34897 | -42056 |
Avg Bars in Trades | 12 | 16 | 8 | 12 | 16 | 8 |
Avg Bars in Winners | 17 | 27 | 9 | 17 | 27 | 9 |
Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
Bars Traded | 3684 | 2439 | 1245 | 3684 | 2439 | 1245 |
Profit Streak | 11.8884 | 0 | 25.8884 | 11.8884 | 0 | 25.8884 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309233 | 156417 | -201235 | -212855 | -120029 | -579107 |
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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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