Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350327.586 | 257286.4017 | 93041.1843 | 47252.0826 | -8166.2314 | 55418.314 |
Total P&L (%) | 350.3276 | 257.2864 | 93.0412 | 47.2521 | -8.1662 | 55.4183 |
Avg Daily Profit (%) | 0.1823 | 0.1339 | 0.0484 | 0.0201 | -0.0044 | 0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143874 | -130209 | -119375 | -282428 | -238280 | -227173 |
Profit Factor | 1.2119 | 1.3153 | 1.1111 | 1.0215 | 0.9929 | 1.0527 |
Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Winning Trades | 217 | 99 | 118 | 217 | 99 | 118 |
Losing Trades | 222 | 120 | 102 | 222 | 120 | 102 |
Profitability (%) | 49.4305 | 45.2055 | 53.6364 | 49.4305 | 45.2055 | 53.6364 |
Ratio Avg Win / Avg Loss | 1.2398 | 1.5943 | 0.9604 | 1.0451 | 1.2035 | 0.91 |
Largest Winning Trade | 47297 | 47297 | 41747 | 66128 | 66128 | 46168 |
Largest Losing Trade | -59456 | -40363 | -59456 | -155320 | -95658 | -155320 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7505 | 3744 | 3762 | 7505 | 3744 | 3762 |
Profit Streak | 4.862 | 0 | 9.112 | 4.862 | 0 | 9.112 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358310 | -14005 | -226240 | -361451 | -580107 | -325352 |
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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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