Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398562.8323 | 330541.827 | 68021.0054 | 75300.8263 | 114389.4797 | -39088.6534 |
Total P&L (%) | 398.5628 | 330.5418 | 68.021 | 75.3008 | 114.3895 | -39.0887 |
Avg Daily Profit (%) | 0.1672 | 0.1387 | 0.0285 | 0.0236 | 0.032 | -0.0208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125156 | -62945 | -180389 | -124573 | -59025 | -118999 |
Profit Factor | 1.2614 | 1.4977 | 1.0791 | 1.0962 | 1.3193 | 0.908 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 225 | 108 | 117 | 225 | 108 | 117 |
Losing Trades | 188 | 99 | 89 | 188 | 99 | 89 |
Profitability (%) | 54.4794 | 52.1739 | 56.7961 | 54.4794 | 52.1739 | 56.7961 |
Ratio Avg Win / Avg Loss | 1.054 | 1.3729 | 0.8208 | 0.9159 | 1.2094 | 0.6907 |
Largest Winning Trade | 53029 | 53029 | 27767 | 35559 | 35559 | 28437 |
Largest Losing Trade | -57462 | -34464 | -57462 | -64279 | -31759 | -64279 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 9257 | 4125 | 5132 | 9257 | 4125 | 5132 |
Profit Streak | 6.6433 | 6.6433 | 8.3933 | 6.6433 | 6.6433 | 8.3933 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409289 | -4832 | -287758 | -273643 | -148160 | -578424 |
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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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