Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490053.251 | 335408.6297 | 154644.6213 | -47337.0322 | 13309.1107 | -60646.1429 |
Total P&L (%) | 490.0533 | 335.4086 | 154.6446 | -47.337 | 13.3091 | -60.6461 |
Avg Daily Profit (%) | 0.4789 | 0.3278 | 0.1511 | -0.0626 | 0.0122 | -0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146466 | -81925 | -136425 | -88409 | -11863 | -78463 |
Profit Factor | 1.4902 | 1.6874 | 1.3021 | 0.7401 | 1.2406 | 0.5217 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 142 | 61 | 81 | 142 | 61 | 81 |
Losing Trades | 121 | 70 | 51 | 121 | 70 | 51 |
Profitability (%) | 53.9924 | 46.5649 | 61.3636 | 53.9924 | 46.5649 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.2698 | 1.9364 | 0.8199 | 0.6306 | 1.4236 | 0.3285 |
Largest Winning Trade | 219188 | 219188 | 44386 | 13918 | 13918 | 8055 |
Largest Losing Trade | -97540 | -38344 | -97540 | -71463 | -5963 | -71463 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 5923 | 2775 | 3148 | 5923 | 2775 | 3148 |
Profit Streak | 10.4105 | 0 | 11.0772 | 10.4105 | 0 | 11.0772 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506724 | 383230 | 281522 | -577952 | -240896 | -578591 |
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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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