Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341453.4949 | 215914.758 | 125538.7369 | 137213.5334 | 112586.421 | 24627.1123 |
Total P&L (%) | 341.4535 | 215.9148 | 125.5387 | 137.2135 | 112.5864 | 24.6271 |
Avg Daily Profit (%) | 0.1822 | 0.1152 | 0.067 | 0.0461 | 0.0403 | 0.0118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95173 | -97631 | -74769 | -431705 | -472437 | -415509 |
Profit Factor | 1.2756 | 1.3428 | 1.2062 | 1.0302 | 1.0495 | 1.0109 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 182 | 86 | 96 | 182 | 86 | 96 |
Losing Trades | 192 | 101 | 91 | 192 | 101 | 91 |
Profitability (%) | 48.6631 | 45.9893 | 51.3369 | 48.6631 | 45.9893 | 51.3369 |
Ratio Avg Win / Avg Loss | 1.3457 | 1.577 | 1.1433 | 1.0868 | 1.2326 | 0.9582 |
Largest Winning Trade | 66831 | 66831 | 34093 | 127971 | 117286 | 127971 |
Largest Losing Trade | -59230 | -48029 | -59230 | -204520 | -204520 | -198096 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 5536 | 2950 | 2586 | 5536 | 2950 | 2586 |
Profit Streak | 7.1948 | 0 | 35.1948 | 7.1948 | 0 | 35.1948 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352774 | -38560 | -101644 | -316212 | -306014 | -388875 |
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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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