Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401515.5558 | 299414.4806 | 102101.0753 | 145408.2176 | -13224.7047 | 158632.9223 |
Total P&L (%) | 401.5156 | 299.4145 | 102.1011 | 145.4082 | -13.2247 | 158.6329 |
Avg Daily Profit (%) | 0.2086 | 0.1555 | 0.053 | 0.0466 | -0.0074 | 0.0494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122374 | -97050 | -116183 | -702519 | -489098 | -324908 |
Profit Factor | 1.3238 | 1.4693 | 1.1696 | 1.0415 | 0.9932 | 1.1015 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 185 | 90 | 95 | 185 | 90 | 95 |
Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Profitability (%) | 53.1609 | 51.7241 | 54.5977 | 53.1609 | 51.7241 | 54.5977 |
Ratio Avg Win / Avg Loss | 1.1663 | 1.3713 | 0.9726 | 0.9177 | 0.927 | 0.916 |
Largest Winning Trade | 162313 | 162313 | 55219 | 281912 | 281912 | 184475 |
Largest Losing Trade | -44572 | -44572 | -35422 | -277319 | -277319 | -96687 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 7454 | 3956 | 3497 | 7454 | 3956 | 3497 |
Profit Streak | 8.9192 | 8.9192 | 20.6692 | 8.9192 | 8.9192 | 20.6692 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415698 | 355852 | -155464 | -303528 | -579252 | -235246 |
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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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