Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290024.149 | 201972.9061 | 88051.2429 | -10357.2997 | 477799.2583 | -488156.558 |
Total P&L (%) | 290.0241 | 201.9729 | 88.0512 | -10.3573 | 477.7993 | -488.1566 |
Avg Daily Profit (%) | 0.1547 | 0.1077 | 0.047 | -0.0058 | 0.0936 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201631 | -141873 | -143918 | -2249177 | -1216701 | -1555643 |
Profit Factor | 1.236 | 1.342 | 1.1379 | 0.9987 | 1.1366 | 0.8944 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 168 | 77 | 91 | 168 | 77 | 91 |
Losing Trades | 160 | 87 | 73 | 160 | 87 | 73 |
Profitability (%) | 51.2195 | 46.9512 | 55.4878 | 51.2195 | 46.9512 | 55.4878 |
Ratio Avg Win / Avg Loss | 1.1771 | 1.5163 | 0.9128 | 0.9512 | 1.2842 | 0.7175 |
Largest Winning Trade | 76276 | 76276 | 37457 | 382716 | 318762 | 382716 |
Largest Losing Trade | -58459 | -46453 | -58459 | -1062969 | -364246 | -1062969 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 5523 | 2871 | 2653 | 5523 | 2871 | 2653 |
Profit Streak | 8.6012 | 0 | 9.9345 | 8.6012 | 0 | 9.9345 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350921 | -48333 | -198749 | -577956 | -138912 | -578821 |
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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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