Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413018.5111 | 381760.0903 | 31258.4208 | 25308.4979 | 191073.4078 | -165764.91 |
Total P&L (%) | 413.0185 | 381.7601 | 31.2584 | 25.3085 | 191.0734 | -165.7649 |
Avg Daily Profit (%) | 0.1713 | 0.1583 | 0.013 | 0.0094 | 0.0443 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165516 | -69348 | -238856 | -229993 | -122395 | -325237 |
Profit Factor | 1.3047 | 1.6744 | 1.0396 | 1.0142 | 1.2611 | 0.842 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 158 | 69 | 89 | 158 | 69 | 89 |
Losing Trades | 167 | 94 | 73 | 167 | 94 | 73 |
Profitability (%) | 48.6154 | 42.3313 | 54.9383 | 48.6154 | 42.3313 | 54.9383 |
Ratio Avg Win / Avg Loss | 1.379 | 2.2811 | 0.8527 | 1.072 | 1.718 | 0.6906 |
Largest Winning Trade | 148307 | 148307 | 65006 | 110611 | 110611 | 73461 |
Largest Losing Trade | -55297 | -21168 | -55297 | -95054 | -36921 | -95054 |
Avg Bars in Trades | 21 | 14 | 29 | 21 | 14 | 29 |
Avg Bars in Winners | 27 | 18 | 34 | 27 | 18 | 34 |
Avg Bars in Losers | 16 | 11 | 22 | 16 | 11 | 22 |
Bars Traded | 7140 | 2415 | 4725 | 7140 | 2415 | 4725 |
Profit Streak | 8.968 | 8.968 | 12.6346 | 8.968 | 8.968 | 12.6346 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361555 | 313167 | -355333 | -386200 | -134496 | -578953 |
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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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