Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247844.0797 | 56079.0539 | 191765.0258 | 40348.2692 | -135616.1965 | 175964.4657 |
Total P&L (%) | 247.8441 | 56.0791 | 191.765 | 40.3483 | -135.6162 | 175.9645 |
Avg Daily Profit (%) | 0.1629 | 0.0369 | 0.126 | 0.0223 | 0 | 0.0667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141971 | -125230 | -96823 | -301338 | -301517 | -166616 |
Profit Factor | 1.2102 | 1.0894 | 1.3477 | 1.0206 | 0.8744 | 1.1996 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 171 | 83 | 88 | 171 | 83 | 88 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 54.9839 | 53.2051 | 56.7742 | 54.9839 | 53.2051 | 56.7742 |
Ratio Avg Win / Avg Loss | 0.9908 | 0.9581 | 1.0261 | 0.8356 | 0.7691 | 0.9134 |
Largest Winning Trade | 53368 | 53368 | 35165 | 61822 | 61822 | 61694 |
Largest Losing Trade | -57520 | -35423 | -57520 | -98161 | -98161 | -65057 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4431 | 2221 | 2210 | 4431 | 2221 | 2210 |
Profit Streak | 5.3584 | 10.3584 | 0 | 5.3584 | 10.3584 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303547 | -266886 | -22987 | -361597 | -579167 | -105023 |
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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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