Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366981.2937 | 312884.6155 | 54096.6782 | 60928.407 | 453206.465 | -392278.058 |
Total P&L (%) | 366.9813 | 312.8846 | 54.0967 | 60.9284 | 453.2065 | -392.2781 |
Avg Daily Profit (%) | 0.1938 | 0.1652 | 0.0286 | 0.0251 | 0.0904 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120391 | -78752 | -86649 | -837701 | -277855 | -762791 |
Profit Factor | 1.3241 | 1.6501 | 1.0831 | 1.0192 | 1.4009 | 0.8079 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 139 | 60 | 79 | 139 | 60 | 79 |
Losing Trades | 150 | 84 | 66 | 150 | 84 | 66 |
Profitability (%) | 48.0969 | 41.6667 | 54.4828 | 48.0969 | 41.6667 | 54.4828 |
Ratio Avg Win / Avg Loss | 1.4289 | 2.3102 | 0.9049 | 1.0999 | 1.9612 | 0.6749 |
Largest Winning Trade | 100593 | 100593 | 50654 | 269158 | 269158 | 177580 |
Largest Losing Trade | -65696 | -19569 | -65696 | -607832 | -59718 | -607832 |
Avg Bars in Trades | 38 | 26 | 50 | 38 | 26 | 50 |
Avg Bars in Winners | 51 | 37 | 62 | 51 | 37 | 62 |
Avg Bars in Losers | 27 | 18 | 37 | 27 | 18 | 37 |
Bars Traded | 11206 | 3824 | 7382 | 11206 | 3824 | 7382 |
Profit Streak | 15.0337 | 0 | 23.8671 | 15.0337 | 0 | 23.8671 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329646 | 263274 | -285118 | -357951 | -73635 | -579335 |
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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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