Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353215.933 | 273728.1314 | 79487.8016 | 76233.9012 | 51890.7068 | 24343.1944 |
Total P&L (%) | 353.2159 | 273.7281 | 79.4878 | 76.2339 | 51.8907 | 24.3432 |
Avg Daily Profit (%) | 0.1842 | 0.1428 | 0.0415 | 0.0296 | 0.0218 | 0.0114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134716 | -114064 | -167581 | -128154 | -97297 | -112184 |
Profit Factor | 1.2721 | 1.5621 | 1.098 | 1.0606 | 1.1033 | 1.0322 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 157 | 76 | 81 | 157 | 76 | 81 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 52.6846 | 51.0067 | 54.3624 | 52.6846 | 51.0067 | 54.3624 |
Ratio Avg Win / Avg Loss | 1.1424 | 1.5004 | 0.9218 | 0.9525 | 1.0598 | 0.8665 |
Largest Winning Trade | 92070 | 92070 | 48334 | 70962 | 60687 | 70962 |
Largest Losing Trade | -35856 | -33466 | -35856 | -66721 | -36292 | -66721 |
Avg Bars in Trades | 37 | 30 | 45 | 37 | 30 | 45 |
Avg Bars in Winners | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Losers | 36 | 27 | 45 | 36 | 27 | 45 |
Bars Traded | 11292 | 4569 | 6723 | 11292 | 4569 | 6723 |
Profit Streak | 8.7779 | 0 | 14.7779 | 8.7779 | 0 | 14.7779 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359109 | 10749 | -250959 | -306372 | -271824 | -367435 |
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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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