Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253852.14 | -222.8547 | 254074.9947 | 63316.7086 | -198618.0598 | 261934.7683 |
Total P&L (%) | 253.8521 | -0.2229 | 254.075 | 63.3167 | -198.6181 | 261.9348 |
Avg Daily Profit (%) | 0.1657 | -0.0001 | 0.1659 | 0.032 | 0 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149402 | -83480 | -136892 | -606950 | -360519 | -392816 |
Profit Factor | 1.2512 | 0.9996 | 1.5167 | 1.0239 | 0.8484 | 1.1958 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 143 | 65 | 78 | 143 | 65 | 78 |
Losing Trades | 145 | 79 | 66 | 145 | 79 | 66 |
Profitability (%) | 49.6528 | 45.1389 | 54.1667 | 49.6528 | 45.1389 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.2687 | 1.2149 | 1.2834 | 1.0382 | 1.0312 | 1.0118 |
Largest Winning Trade | 38807 | 34894 | 38807 | 138546 | 138546 | 90455 |
Largest Losing Trade | -57604 | -57604 | -52868 | -254244 | -128053 | -254244 |
Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Winners | 21 | 16 | 25 | 21 | 16 | 25 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 5886 | 2536 | 3350 | 5886 | 2536 | 3350 |
Profit Streak | 9.8615 | 0 | 11.3615 | 9.8615 | 0 | 11.3615 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339368 | -580896 | 360616 | -342460 | -580896 | -84694 |
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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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