Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362767.2047 | 295503.0736 | 67264.1311 | 26649.2543 | 240633.2888 | -213984.0346 |
Total P&L (%) | 362.7672 | 295.5031 | 67.2641 | 26.6493 | 240.6333 | -213.984 |
Avg Daily Profit (%) | 0.1893 | 0.1542 | 0.0351 | 0.0123 | 0.064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165478 | -129992 | -101567 | -671196 | -579903 | -519751 |
Profit Factor | 1.281 | 1.4156 | 1.1159 | 1.0059 | 1.0977 | 0.8964 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 143 | 64 | 79 | 143 | 64 | 79 |
Losing Trades | 156 | 86 | 70 | 156 | 86 | 70 |
Profitability (%) | 47.8261 | 42.6667 | 53.0201 | 47.8261 | 42.6667 | 53.0201 |
Ratio Avg Win / Avg Loss | 1.3974 | 1.9022 | 0.9888 | 1.0973 | 1.4751 | 0.7942 |
Largest Winning Trade | 122147 | 122147 | 50918 | 396205 | 396205 | 145671 |
Largest Losing Trade | -29949 | -28111 | -29949 | -143853 | -135439 | -143853 |
Avg Bars in Trades | 75 | 80 | 70 | 75 | 80 | 70 |
Avg Bars in Winners | 90 | 99 | 82 | 90 | 99 | 82 |
Avg Bars in Losers | 62 | 66 | 58 | 62 | 66 | 58 |
Bars Traded | 22657 | 12086 | 10571 | 22657 | 12086 | 10571 |
Profit Streak | 31.6808 | 31.6808 | 35.3475 | 31.6808 | 31.6808 | 35.3475 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331688 | 253793 | -240080 | -392115 | -222618 | -580003 |
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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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