Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305295.9697 | 231059.6729 | 74236.2968 | 31347.855 | 59457.9663 | -28110.1113 |
Total P&L (%) | 305.296 | 231.0597 | 74.2363 | 31.3479 | 59.458 | -28.1101 |
Avg Daily Profit (%) | 0.2966 | 0.2245 | 0.0721 | 0.0265 | 0.0453 | -0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164607 | -186506 | -87872 | -162014 | -127046 | -84615 |
Profit Factor | 1.2998 | 1.397 | 1.1701 | 1.0407 | 1.1448 | 0.9217 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 149 | 81 | 68 | 149 | 81 | 68 |
Profitability (%) | 41.5686 | 36.2205 | 46.875 | 41.5686 | 36.2205 | 46.875 |
Ratio Avg Win / Avg Loss | 1.8271 | 2.4599 | 1.3262 | 1.4629 | 2.0158 | 1.0446 |
Largest Winning Trade | 212819 | 212819 | 21972 | 62874 | 62874 | 29117 |
Largest Losing Trade | -38755 | -34966 | -38755 | -52819 | -20652 | -52819 |
Avg Bars in Trades | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Winners | 19 | 29 | 11 | 19 | 29 | 11 |
Avg Bars in Losers | 13 | 18 | 7 | 13 | 18 | 7 |
Bars Traded | 4033 | 2844 | 1189 | 4033 | 2844 | 1189 |
Profit Streak | 16.9265 | 0 | 18.6765 | 16.9265 | 0 | 18.6765 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307614 | 155516 | -130604 | -337285 | -198527 | -579702 |
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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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