Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458470.4967 | 316039.1098 | 142431.3869 | 389145.09 | 290981.6467 | 98163.4433 |
Total P&L (%) | 458.4705 | 316.0391 | 142.4314 | 389.1451 | 290.9816 | 98.1634 |
Avg Daily Profit (%) | 0.4484 | 0.3091 | 0.1393 | 0.1554 | 0.1334 | 0.0669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101000 | -136049 | -114202 | -253302 | -231250 | -220430 |
Profit Factor | 1.4197 | 1.5326 | 1.2854 | 1.1958 | 1.2753 | 1.1055 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 151 | 69 | 82 | 151 | 69 | 82 |
Losing Trades | 141 | 77 | 64 | 141 | 77 | 64 |
Profitability (%) | 51.7123 | 47.2603 | 56.1644 | 51.7123 | 47.2603 | 56.1644 |
Ratio Avg Win / Avg Loss | 1.3257 | 1.7103 | 1.0032 | 1.1166 | 1.4231 | 0.8628 |
Largest Winning Trade | 198701 | 198701 | 26311 | 198017 | 198017 | 61304 |
Largest Losing Trade | -45348 | -31280 | -45348 | -195408 | -68243 | -195408 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 6026 | 3301 | 2725 | 6026 | 3301 | 2725 |
Profit Streak | 9.1799 | 0 | 27.0132 | 9.1799 | 0 | 27.0132 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477123 | 367728 | -5158 | 172952 | -15911 | -207793 |
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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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