Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476229.8571 | 293101.2095 | 183128.6475 | 343954.8328 | -43589.7468 | 387544.5796 |
Total P&L (%) | 476.2299 | 293.1012 | 183.1286 | 343.9548 | -43.5897 | 387.5446 |
Avg Daily Profit (%) | 0.2616 | 0.161 | 0.1006 | 0.0819 | -0.0314 | 0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84789 | -95261 | -51001 | -471189 | -431793 | -299159 |
Profit Factor | 1.5137 | 1.5642 | 1.4493 | 1.089 | 0.9797 | 1.2256 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 115 | 41 | 74 | 115 | 41 | 74 |
Losing Trades | 182 | 107 | 75 | 182 | 107 | 75 |
Profitability (%) | 38.7205 | 27.7027 | 49.6644 | 38.7205 | 27.7027 | 49.6644 |
Ratio Avg Win / Avg Loss | 2.3956 | 4.0821 | 1.4689 | 1.7234 | 2.5568 | 1.2421 |
Largest Winning Trade | 251378 | 251378 | 56436 | 308512 | 308512 | 174467 |
Largest Losing Trade | -28041 | -28041 | -26763 | -105474 | -76714 | -105474 |
Avg Bars in Trades | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 7179 | 3211 | 3968 | 7179 | 3211 | 3968 |
Profit Streak | 19.5818 | 0 | 47.3318 | 19.5818 | 0 | 47.3318 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311394 | -7690 | -56299 | -207136 | -595787 | -75709 |
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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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