Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370409.0164 | 301297.3166 | 69111.6998 | 178399.2068 | 595241.4224 | -416842.2156 |
Total P&L (%) | 370.409 | 301.2973 | 69.1117 | 178.3992 | 595.2414 | -416.8422 |
Avg Daily Profit (%) | 0.1689 | 0.1374 | 0.0315 | 0.0467 | 0.0885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176861 | -132927 | -90214 | -962841 | -463709 | -591883 |
Profit Factor | 1.3169 | 1.6747 | 1.0957 | 1.0445 | 1.4096 | 0.837 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 139 | 76 | 63 | 139 | 76 | 63 |
Losing Trades | 117 | 52 | 65 | 117 | 52 | 65 |
Profitability (%) | 54.2969 | 59.375 | 49.2188 | 54.2969 | 59.375 | 49.2188 |
Ratio Avg Win / Avg Loss | 1.1085 | 1.1458 | 1.1305 | 0.8792 | 0.9645 | 0.8636 |
Largest Winning Trade | 43727 | 43727 | 43124 | 167729 | 167729 | 112634 |
Largest Losing Trade | -49109 | -38498 | -49109 | -309312 | -121571 | -309312 |
Avg Bars in Trades | 16 | 11 | 21 | 16 | 11 | 21 |
Avg Bars in Winners | 17 | 9 | 27 | 17 | 9 | 27 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 4295 | 1495 | 2800 | 4295 | 1495 | 2800 |
Profit Streak | 6.8292 | 6.8292 | 8.8292 | 6.8292 | 6.8292 | 8.8292 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391484 | -5593 | -265698 | -300467 | -73389 | -580349 |
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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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