Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416946.4532 | 283046.4868 | 133899.9664 | 331301.5212 | 237596.4251 | 93705.0962 |
Total P&L (%) | 416.9465 | 283.0465 | 133.9 | 331.3015 | 237.5964 | 93.7051 |
Avg Daily Profit (%) | 0.4083 | 0.2772 | 0.1311 | 0.1432 | 0.1192 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86208 | -113646 | -100114 | -440982 | -328606 | -307364 |
Profit Factor | 1.4038 | 1.561 | 1.2536 | 1.1381 | 1.1968 | 1.0786 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 106 | 44 | 62 | 106 | 44 | 62 |
Losing Trades | 147 | 82 | 65 | 147 | 82 | 65 |
Profitability (%) | 41.8972 | 34.9206 | 48.8189 | 41.8972 | 34.9206 | 48.8189 |
Ratio Avg Win / Avg Loss | 1.9467 | 2.9092 | 1.3142 | 1.5783 | 2.2304 | 1.1308 |
Largest Winning Trade | 184279 | 184279 | 34658 | 347214 | 347214 | 112970 |
Largest Losing Trade | -39225 | -20148 | -39225 | -147681 | -83384 | -147681 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 4034 | 2036 | 1998 | 4034 | 2036 | 1998 |
Profit Streak | 6.6934 | 0 | 7.4434 | 6.6934 | 0 | 7.4434 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373261 | 189523 | -17906 | -70201 | -42613 | -240198 |
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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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