Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251663.8369 | 98193.5224 | 153470.3145 | 369687.6618 | 34804.6614 | 334883.0003 |
Total P&L (%) | 251.6638 | 98.1935 | 153.4703 | 369.6877 | 34.8047 | 334.883 |
Avg Daily Profit (%) | 0.2265 | 0.0884 | 0.1381 | 0.1393 | 0.0269 | 0.1324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90816 | -72595 | -49390 | -731294 | -595357 | -358693 |
Profit Factor | 1.3515 | 1.2709 | 1.4342 | 1.1113 | 1.0194 | 1.2191 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 192 | 92 | 100 | 192 | 92 | 100 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 52.6027 | 50.2732 | 54.9451 | 52.6027 | 50.2732 | 54.9451 |
Ratio Avg Win / Avg Loss | 1.2178 | 1.257 | 1.1761 | 1.0014 | 1.0083 | 0.9996 |
Largest Winning Trade | 49542 | 49542 | 33569 | 225071 | 166193 | 225071 |
Largest Losing Trade | -29351 | -18967 | -29351 | -231589 | -185296 | -231589 |
Avg Bars in Trades | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Winners | 39 | 33 | 43 | 39 | 33 | 43 |
Avg Bars in Losers | 32 | 39 | 24 | 32 | 39 | 24 |
Bars Traded | 13084 | 6705 | 6379 | 13084 | 6705 | 6379 |
Profit Streak | 0 | 0 | 8.5745 | 0 | 0 | 8.5745 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377690 | -74653 | -5182 | -102898 | -358376 | -15821 |
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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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