Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338921.5434 | 192779.2569 | 146142.2864 | 349070.6495 | -5702.9699 | 354773.6195 |
Total P&L (%) | 338.9215 | 192.7793 | 146.1423 | 349.0707 | -5.703 | 354.7736 |
Avg Daily Profit (%) | 0.2013 | 0.1145 | 0.0868 | 0.0893 | -0.0035 | 0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177752 | -101312 | -113819 | -3118684 | -1558979 | -1728623 |
Profit Factor | 1.547 | 1.5915 | 1.4975 | 1.0594 | 0.9983 | 1.1367 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 42.2619 | 35.7143 | 48.8095 | 42.2619 | 35.7143 | 48.8095 |
Ratio Avg Win / Avg Loss | 2.1134 | 2.8647 | 1.5706 | 1.4473 | 1.7969 | 1.1921 |
Largest Winning Trade | 98281 | 98281 | 51692 | 1010847 | 1010847 | 680597 |
Largest Losing Trade | -41206 | -33730 | -41206 | -664310 | -664310 | -301109 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3297 | 1596 | 1701 | 3297 | 1596 | 1701 |
Profit Streak | 0 | 13.4834 | 0 | 0 | 13.4834 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305461 | -42153 | -75173 | -230864 | -583004 | -143473 |
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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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