Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532919.9658 | 421876.9638 | 111043.002 | 230385.5656 | 100635.9815 | 129749.5841 |
Total P&L (%) | 532.92 | 421.877 | 111.043 | 230.3856 | 100.636 | 129.7496 |
Avg Daily Profit (%) | 0.331 | 0.262 | 0.069 | 0.0743 | 0.0433 | 0.0517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133198 | -125397 | -75669 | -186542 | -229558 | -95539 |
Profit Factor | 1.5557 | 1.8637 | 1.2359 | 1.1748 | 1.147 | 1.2049 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 38.191 | 33 | 43.4343 | 38.191 | 33 | 43.4343 |
Ratio Avg Win / Avg Loss | 2.5177 | 3.7839 | 1.6096 | 1.9013 | 2.3288 | 1.5691 |
Largest Winning Trade | 304021 | 304021 | 32157 | 190462 | 190462 | 80698 |
Largest Losing Trade | -32152 | -24573 | -32152 | -45075 | -42730 | -45075 |
Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Winners | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3193 | 1573 | 1620 | 3193 | 1573 | 1620 |
Profit Streak | 0 | 0 | 46.6731 | 0 | 0 | 46.6731 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311109 | 182433 | -101618 | -124192 | -199462 | -124864 |
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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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