Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609281.7719 | 477500.5017 | 131781.2702 | 38873.4607 | 408399.204 | -369525.7433 |
Total P&L (%) | 609.2818 | 477.5005 | 131.7813 | 38.8735 | 408.3992 | -369.5257 |
Avg Daily Profit (%) | 0.3285 | 0.2574 | 0.071 | 0.0177 | 0.0877 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117253 | -94230 | -142307 | -344348 | -108590 | -491093 |
Profit Factor | 1.3798 | 1.802 | 1.1307 | 1.0166 | 1.5473 | 0.7691 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 50.4951 | 48.3444 | 52.6316 | 50.4951 | 48.3444 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.3528 | 1.9254 | 1.0176 | 0.9966 | 1.6533 | 0.6922 |
Largest Winning Trade | 83973 | 83973 | 49605 | 86571 | 86571 | 56776 |
Largest Losing Trade | -89744 | -20193 | -89744 | -280680 | -37396 | -280680 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 3668 | 1779 | 1890 | 3668 | 1779 | 1890 |
Profit Streak | 6.5711 | 0 | 73.0711 | 6.5711 | 0 | 73.0711 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443636 | 410382 | -172511 | -372878 | -73298 | -578393 |
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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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