Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359048.2212 | 287998.5719 | 71049.6493 | 349694.528 | 487022.5535 | -137328.0255 |
Total P&L (%) | 359.0482 | 287.9986 | 71.0496 | 349.6945 | 487.0226 | -137.328 |
Avg Daily Profit (%) | 0.1724 | 0.1383 | 0.0341 | 0.0722 | 0.085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99783 | -91613 | -97072 | -314677 | -250490 | -352320 |
Profit Factor | 1.3676 | 1.6082 | 1.1412 | 1.141 | 1.4156 | 0.895 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 160 | 82 | 78 | 160 | 82 | 78 |
Profitability (%) | 44.6367 | 43.0556 | 46.2069 | 44.6367 | 43.0556 | 46.2069 |
Ratio Avg Win / Avg Loss | 1.6962 | 2.127 | 1.3285 | 1.4152 | 1.8722 | 1.0419 |
Largest Winning Trade | 69253 | 69253 | 46964 | 156481 | 156481 | 106173 |
Largest Losing Trade | -33654 | -33654 | -30425 | -96498 | -76379 | -96498 |
Avg Bars in Trades | 85 | 82 | 87 | 85 | 82 | 87 |
Avg Bars in Winners | 126 | 116 | 135 | 126 | 116 | 135 |
Avg Bars in Losers | 51 | 56 | 47 | 51 | 56 | 47 |
Bars Traded | 24601 | 11842 | 12759 | 24601 | 11842 | 12759 |
Profit Streak | 25.5186 | 41.6853 | 25.5186 | 25.5186 | 41.6853 | 25.5186 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339857 | -7300 | -213661 | -161473 | -79451 | -580214 |
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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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