Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474354.2635 | 297274.5355 | 177079.728 | 836179.8685 | 852781.6771 | -16601.8086 |
Total P&L (%) | 474.3543 | 297.2745 | 177.0797 | 836.1799 | 852.7817 | -16.6018 |
Avg Daily Profit (%) | 0.2807 | 0.1759 | 0.1048 | 0.1324 | 0.1335 | -0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110431 | -112321 | -75169 | -1875781 | -594279 | -1410641 |
Profit Factor | 1.4057 | 1.5137 | 1.2998 | 1.1275 | 1.2608 | 0.995 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 137 | 64 | 73 | 137 | 64 | 73 |
Losing Trades | 195 | 102 | 93 | 195 | 102 | 93 |
Profitability (%) | 41.2651 | 38.5542 | 43.9759 | 41.2651 | 38.5542 | 43.9759 |
Ratio Avg Win / Avg Loss | 2.0008 | 2.4125 | 1.6559 | 1.6048 | 2.0095 | 1.2675 |
Largest Winning Trade | 77620 | 77620 | 48428 | 868601 | 868601 | 665160 |
Largest Losing Trade | -26460 | -20854 | -26460 | -388765 | -331080 | -388765 |
Avg Bars in Trades | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 10033 | 4907 | 5126 | 10033 | 4907 | 5126 |
Profit Streak | 13.2688 | 0 | 18.2688 | 13.2688 | 0 | 18.2688 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327436 | 218035 | -53384 | -96045 | -17345 | -580576 |
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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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