Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332438.8574 | 87958.4746 | 244480.3828 | 287404.4948 | 88624.2578 | 198780.237 |
Total P&L (%) | 332.4389 | 87.9585 | 244.4804 | 287.4045 | 88.6243 | 198.7802 |
Avg Daily Profit (%) | 0.2236 | 0.0592 | 0.1644 | 0.0911 | 0.0427 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133815 | -60382 | -147298 | -365191 | -176051 | -340967 |
Profit Factor | 1.3645 | 1.2956 | 1.3979 | 1.173 | 1.1708 | 1.174 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 156 | 79 | 77 | 156 | 79 | 77 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 59.7701 | 60.3053 | 59.2308 | 59.7701 | 60.3053 | 59.2308 |
Ratio Avg Win / Avg Loss | 0.9184 | 0.8528 | 0.9622 | 0.7895 | 0.7707 | 0.8081 |
Largest Winning Trade | 58998 | 29250 | 58998 | 124455 | 40630 | 124455 |
Largest Losing Trade | -47562 | -18730 | -47562 | -148619 | -52293 | -148619 |
Avg Bars in Trades | 66 | 20 | 113 | 66 | 20 | 113 |
Avg Bars in Winners | 68 | 16 | 121 | 68 | 16 | 121 |
Avg Bars in Losers | 64 | 27 | 102 | 64 | 27 | 102 |
Bars Traded | 17456 | 2729 | 14727 | 17456 | 2729 | 14727 |
Profit Streak | 0 | 0 | 46.0549 | 0 | 0 | 46.0549 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333574 | -114139 | 314585 | -100582 | -168757 | -123040 |
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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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