Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385915.1549 | 243877.5685 | 142037.5864 | 12722.5651 | -2951.008 | 15673.5731 |
Total P&L (%) | 385.9152 | 243.8776 | 142.0376 | 12.7226 | -2.951 | 15.6736 |
Avg Daily Profit (%) | 0.2019 | 0.1276 | 0.0743 | 0.0063 | -0.0016 | 0.0076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127271 | -128112 | -130771 | -452337 | -383361 | -262227 |
Profit Factor | 1.3112 | 1.4133 | 1.2186 | 1.0043 | 0.998 | 1.0105 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 179 | 85 | 94 | 179 | 85 | 94 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 57.1885 | 54.1401 | 60.2564 | 57.1885 | 54.1401 | 60.2564 |
Ratio Avg Win / Avg Loss | 0.9816 | 1.1971 | 0.8037 | 0.7518 | 0.8453 | 0.6665 |
Largest Winning Trade | 95586 | 95586 | 36986 | 100941 | 100941 | 86015 |
Largest Losing Trade | -71590 | -51956 | -71590 | -254055 | -131709 | -254055 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 26 | 21 | 30 | 26 | 21 | 30 |
Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 11158 | 5144 | 6014 | 11158 | 5144 | 6014 |
Profit Streak | 23.0586 | 23.0586 | 47.8919 | 23.0586 | 23.0586 | 47.8919 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370197 | -19648 | -92644 | -478807 | -578508 | -399936 |
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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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