Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422182.58 | 361408.5068 | 60774.0732 | 302478.6103 | 190148.0196 | 112330.5907 |
Total P&L (%) | 422.1826 | 361.4085 | 60.7741 | 302.4786 | 190.148 | 112.3306 |
Avg Daily Profit (%) | 0.1689 | 0.1446 | 0.0243 | 0.0557 | 0.0426 | 0.0301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152732 | -93349 | -89927 | -1215672 | -730880 | -696211 |
Profit Factor | 1.4053 | 1.7209 | 1.1125 | 1.0461 | 1.0579 | 1.0343 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Profitability (%) | 46.4419 | 45.8647 | 47.0149 | 46.4419 | 45.8647 | 47.0149 |
Ratio Avg Win / Avg Loss | 1.6206 | 2.0312 | 1.2538 | 1.2064 | 1.2486 | 1.1656 |
Largest Winning Trade | 148863 | 148863 | 46690 | 445887 | 445887 | 286330 |
Largest Losing Trade | -28132 | -25552 | -28132 | -368534 | -236713 | -368534 |
Avg Bars in Trades | 54 | 66 | 43 | 54 | 66 | 43 |
Avg Bars in Winners | 73 | 100 | 47 | 73 | 100 | 47 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 14637 | 8874 | 5763 | 14637 | 8874 | 5763 |
Profit Streak | 8.8075 | 0 | 48.8075 | 8.8075 | 0 | 48.8075 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355551 | 52572 | -258157 | -287660 | -294660 | -335836 |
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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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