Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462070.5208 | 348566.0538 | 113504.467 | 182509.0966 | 27028.6476 | 155480.449 |
Total P&L (%) | 462.0705 | 348.5661 | 113.5045 | 182.5091 | 27.0286 | 155.4804 |
Avg Daily Profit (%) | 0.2634 | 0.1987 | 0.0647 | 0.0592 | 0.0136 | 0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133554 | -179682 | -62436 | -364743 | -391017 | -120630 |
Profit Factor | 1.4424 | 1.599 | 1.2454 | 1.0967 | 1.025 | 1.1924 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 204 | 106 | 98 | 204 | 106 | 98 |
Profitability (%) | 42.5352 | 40.113 | 44.9438 | 42.5352 | 40.113 | 44.9438 |
Ratio Avg Win / Avg Loss | 1.9486 | 2.3872 | 1.5256 | 1.4816 | 1.5303 | 1.4606 |
Largest Winning Trade | 173919 | 173919 | 51435 | 169946 | 169946 | 98378 |
Largest Losing Trade | -30893 | -29559 | -30893 | -81229 | -57259 | -81229 |
Avg Bars in Trades | 58 | 53 | 64 | 58 | 53 | 64 |
Avg Bars in Winners | 91 | 83 | 98 | 91 | 83 | 98 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 20849 | 9415 | 11434 | 20849 | 9415 | 11434 |
Profit Streak | 15.0417 | 0 | 27.9583 | 15.0417 | 0 | 27.9583 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351620 | 257711 | -106719 | -228504 | -373353 | -131466 |
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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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