Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373606.6268 | 276873.3252 | 96733.3016 | 10225.4071 | -95198.094 | 105423.5011 |
Total P&L (%) | 373.6066 | 276.8733 | 96.7333 | 10.2254 | -95.1981 | 105.4235 |
Avg Daily Profit (%) | 0.1948 | 0.1444 | 0.0504 | 0.0051 | -0.1582 | 0.0375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120363 | -116372 | -71725 | -497789 | -562354 | -310197 |
Profit Factor | 1.2867 | 1.357 | 1.1834 | 1.0029 | 0.9555 | 1.079 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 176 | 79 | 97 | 176 | 79 | 97 |
Losing Trades | 125 | 71 | 54 | 125 | 71 | 54 |
Profitability (%) | 58.4718 | 52.6667 | 64.2384 | 58.4718 | 52.6667 | 64.2384 |
Ratio Avg Win / Avg Loss | 0.9139 | 1.2196 | 0.6588 | 0.7123 | 0.8587 | 0.6007 |
Largest Winning Trade | 85270 | 85270 | 24281 | 231498 | 231498 | 68213 |
Largest Losing Trade | -69129 | -51714 | -69129 | -310197 | -183051 | -310197 |
Avg Bars in Trades | 37 | 55 | 20 | 37 | 55 | 20 |
Avg Bars in Winners | 29 | 45 | 17 | 29 | 45 | 17 |
Avg Bars in Losers | 48 | 66 | 25 | 48 | 66 | 25 |
Bars Traded | 11313 | 8284 | 3028 | 11313 | 8284 | 3028 |
Profit Streak | 5.8674 | 0 | 7.2008 | 5.8674 | 0 | 7.2008 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334252 | 24941 | -143004 | -560385 | -580201 | -275041 |
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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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