Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236695.3402 | 70728.375 | 165966.9651 | -56448.4847 | 36130.3206 | -92578.8054 |
Total P&L (%) | 236.6953 | 70.7284 | 165.967 | -56.4485 | 36.1303 | -92.5788 |
Avg Daily Profit (%) | 0.1586 | 0.0474 | 0.1112 | -0.0557 | 0.0207 | -0.1741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184010 | -103997 | -163195 | -338114 | -106910 | -317904 |
Profit Factor | 1.2107 | 1.1494 | 1.2553 | 0.9502 | 1.0917 | 0.8749 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 145 | 68 | 77 | 145 | 68 | 77 |
Losing Trades | 147 | 78 | 69 | 147 | 78 | 69 |
Profitability (%) | 49.6575 | 46.5753 | 52.7397 | 49.6575 | 46.5753 | 52.7397 |
Ratio Avg Win / Avg Loss | 1.2274 | 1.3184 | 1.1249 | 0.9633 | 1.2522 | 0.784 |
Largest Winning Trade | 79415 | 79415 | 45482 | 127231 | 127231 | 61557 |
Largest Losing Trade | -87712 | -30894 | -87712 | -263012 | -53556 | -263012 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 5773 | 2660 | 3113 | 5773 | 2660 | 3113 |
Profit Streak | 4.7456 | 0 | 12.4956 | 4.7456 | 0 | 12.4956 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322377 | -187022 | -43622 | -578628 | -288730 | -579696 |
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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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