Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343696.8106 | 128427.359 | 215269.4516 | 27813.2312 | -33280.3325 | 61093.5637 |
Total P&L (%) | 343.6968 | 128.4274 | 215.2695 | 27.8132 | -33.2803 | 61.0936 |
Avg Daily Profit (%) | 0.2229 | 0.0833 | 0.1396 | 0.0159 | -0.0262 | 0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126665 | -102728 | -139335 | -316429 | -234104 | -257042 |
Profit Factor | 1.2602 | 1.1905 | 1.3329 | 1.0131 | 0.9689 | 1.058 |
Total Trades | 401 | 200 | 201 | 401 | 200 | 201 |
Winning Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Losing Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Profitability (%) | 54.1147 | 54 | 54.2289 | 54.1147 | 54 | 54.2289 |
Ratio Avg Win / Avg Loss | 1.0686 | 1.0142 | 1.125 | 0.859 | 0.8254 | 0.893 |
Largest Winning Trade | 56167 | 56167 | 30469 | 90336 | 90336 | 67168 |
Largest Losing Trade | -75440 | -46107 | -75440 | -180268 | -135013 | -180268 |
Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Winners | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 9143 | 5210 | 3933 | 9143 | 5210 | 3933 |
Profit Streak | 1.9706 | 0 | 17.8039 | 1.9706 | 0 | 17.8039 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304711 | -91416 | -3993 | -381872 | -579490 | -308207 |
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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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