Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269879.6705 | 201932.8032 | 67946.8673 | 335417.907 | 117490.0239 | 217927.8831 |
Total P&L (%) | 269.8797 | 201.9328 | 67.9469 | 335.4179 | 117.49 | 217.9279 |
Avg Daily Profit (%) | 0.2591 | 0.1939 | 0.0652 | 0.1413 | 0.0746 | 0.1111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61550 | -58255 | -76081 | -358927 | -211835 | -169306 |
Profit Factor | 1.3273 | 1.4504 | 1.1806 | 1.1628 | 1.1023 | 1.2387 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 176 | 92 | 84 | 176 | 92 | 84 |
Profitability (%) | 46.0123 | 43.5583 | 48.4663 | 46.0123 | 43.5583 | 48.4663 |
Ratio Avg Win / Avg Loss | 1.5573 | 1.8794 | 1.2553 | 1.3643 | 1.4284 | 1.3171 |
Largest Winning Trade | 71833 | 71833 | 16313 | 110328 | 110328 | 79296 |
Largest Losing Trade | -27037 | -27037 | -21447 | -73817 | -73817 | -48624 |
Avg Bars in Trades | 75 | 81 | 70 | 75 | 81 | 70 |
Avg Bars in Winners | 92 | 99 | 86 | 92 | 99 | 86 |
Avg Bars in Losers | 61 | 66 | 54 | 61 | 66 | 54 |
Bars Traded | 24649 | 13216 | 11433 | 24649 | 13216 | 11433 |
Profit Streak | 6.5091 | 7.1341 | 0 | 6.5091 | 7.1341 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371936 | 293709 | -128190 | -45012 | -202785 | -45261 |
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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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