Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263259.7271 | 242177.6472 | 21082.0799 | 40804.4149 | 69382.7141 | -28578.2992 |
Total P&L (%) | 263.2597 | 242.1776 | 21.0821 | 40.8044 | 69.3827 | -28.5783 |
Avg Daily Profit (%) | 0.2527 | 0.2325 | 0.0202 | 0.0329 | 0.0506 | -0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125735 | -130471 | -56854 | -429862 | -471180 | -186881 |
Profit Factor | 1.4027 | 1.5723 | 1.0914 | 1.0229 | 1.0582 | 0.9518 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 42.2857 | 37.931 | 46.5909 | 42.2857 | 37.931 | 46.5909 |
Ratio Avg Win / Avg Loss | 1.9144 | 2.5729 | 1.2511 | 1.3961 | 1.7317 | 1.0911 |
Largest Winning Trade | 224597 | 224597 | 34820 | 339658 | 339658 | 90748 |
Largest Losing Trade | -35026 | -35026 | -21748 | -171135 | -171135 | -68481 |
Avg Bars in Trades | 139 | 194 | 84 | 139 | 194 | 84 |
Avg Bars in Winners | 201 | 319 | 106 | 201 | 319 | 106 |
Avg Bars in Losers | 93 | 118 | 66 | 93 | 118 | 66 |
Bars Traded | 24383 | 16906 | 7477 | 24383 | 16906 | 7477 |
Profit Streak | 7.9032 | 0 | 13.1116 | 7.9032 | 0 | 13.1116 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305501 | 206744 | -292543 | -347923 | -285734 | -579675 |
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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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