Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304341.3095 | 92557.2944 | 211784.0151 | 255654.6847 | -34018.3931 | 289673.0778 |
Total P&L (%) | 304.3413 | 92.5573 | 211.784 | 255.6547 | -34.0184 | 289.6731 |
Avg Daily Profit (%) | 0.2365 | 0.0719 | 0.1645 | 0.0986 | -0.0323 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134731 | -127906 | -99976 | -595076 | -434238 | -306983 |
Profit Factor | 1.2976 | 1.176 | 1.4264 | 1.0763 | 0.9812 | 1.1875 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 180 | 92 | 88 | 180 | 92 | 88 |
Profitability (%) | 42.8571 | 41.4013 | 44.3038 | 42.8571 | 41.4013 | 44.3038 |
Ratio Avg Win / Avg Loss | 1.7301 | 1.6644 | 1.7932 | 1.435 | 1.3887 | 1.4928 |
Largest Winning Trade | 96523 | 96523 | 52763 | 223026 | 223026 | 121143 |
Largest Losing Trade | -24780 | -18656 | -24780 | -121963 | -115172 | -121963 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 63 | 62 | 65 | 63 | 62 | 65 |
Avg Bars in Losers | 37 | 38 | 35 | 37 | 38 | 35 |
Bars Traded | 15284 | 7609 | 7674 | 15284 | 7609 | 7674 |
Profit Streak | 4.0019 | 0 | 12.4185 | 4.0019 | 0 | 12.4185 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279512 | -125866 | 303352 | -199268 | -582188 | -66997 |
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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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