Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738902.2827 | 615374.9278 | 123527.3549 | 137858.522 | -159621.1896 | 297479.7115 |
Total P&L (%) | 738.9023 | 615.3749 | 123.5274 | 137.8585 | -159.6212 | 297.4797 |
Avg Daily Profit (%) | 0.4985 | 0.4151 | 0.0833 | 0.0585 | 0 | 0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185247 | -193664 | -99373 | -707168 | -786046 | -372351 |
Profit Factor | 1.6953 | 2.0335 | 1.2643 | 1.0441 | 0.9139 | 1.2335 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 80 | 29 | 51 | 80 | 29 | 51 |
Losing Trades | 184 | 103 | 81 | 184 | 103 | 81 |
Profitability (%) | 30.303 | 21.9697 | 38.6364 | 30.303 | 21.9697 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.8991 | 7.2224 | 2.0081 | 2.4014 | 3.2459 | 1.9591 |
Largest Winning Trade | 569900 | 569900 | 34281 | 408296 | 408296 | 141725 |
Largest Losing Trade | -44009 | -35803 | -44009 | -215188 | -215188 | -181376 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 31 | 37 | 28 | 31 | 37 | 28 |
Avg Bars in Losers | 9 | 10 | 7 | 9 | 10 | 7 |
Bars Traded | 4309 | 2196 | 2113 | 4309 | 2196 | 2113 |
Profit Streak | 12.477 | 0 | 13.8103 | 12.477 | 0 | 13.8103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302975 | -29355 | -84465 | -291153 | -621097 | -71580 |
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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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