Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287794.9068 | 240783.1666 | 47011.7402 | 107826.3391 | -8768.7184 | 116595.0575 |
Total P&L (%) | 287.7949 | 240.7832 | 47.0117 | 107.8263 | -8.7687 | 116.5951 |
Avg Daily Profit (%) | 0.1538 | 0.1286 | 0.0251 | 0.0391 | -0.0049 | 0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108932 | -115546 | -120444 | -435095 | -343495 | -132373 |
Profit Factor | 1.229 | 1.3974 | 1.0722 | 1.042 | 0.9935 | 1.0958 |
Total Trades | 415 | 207 | 208 | 415 | 207 | 208 |
Winning Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Losing Trades | 230 | 112 | 118 | 230 | 112 | 118 |
Profitability (%) | 44.5783 | 45.8937 | 43.2692 | 44.5783 | 45.8937 | 43.2692 |
Ratio Avg Win / Avg Loss | 1.5279 | 1.6475 | 1.4058 | 1.2955 | 1.1713 | 1.4367 |
Largest Winning Trade | 79267 | 79267 | 34400 | 193798 | 193798 | 78408 |
Largest Losing Trade | -43319 | -24314 | -43319 | -113748 | -113748 | -47582 |
Avg Bars in Trades | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Winners | 67 | 66 | 67 | 67 | 66 | 67 |
Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
Bars Traded | 22232 | 11041 | 11191 | 22232 | 11041 | 11191 |
Profit Streak | 15.6644 | 30.0811 | 15.6644 | 15.6644 | 30.0811 | 15.6644 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328255 | -19105 | -303508 | -313846 | -578714 | -254412 |
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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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