Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261641.6036 | 82277.602 | 179364.0016 | 94736.7359 | -89003.7039 | 183740.4398 |
Total P&L (%) | 261.6416 | 82.2776 | 179.364 | 94.7367 | -89.0037 | 183.7404 |
Avg Daily Profit (%) | 0.1728 | 0.0544 | 0.1185 | 0.044 | -0.1457 | 0.0689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218520 | -168613 | -85593 | -2370916 | -1877093 | -1047367 |
Profit Factor | 1.2167 | 1.1237 | 1.3308 | 1.0097 | 0.9829 | 1.0407 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 165 | 73 | 92 | 165 | 73 | 92 |
Losing Trades | 205 | 112 | 93 | 205 | 112 | 93 |
Profitability (%) | 44.5946 | 39.4595 | 49.7297 | 44.5946 | 39.4595 | 49.7297 |
Ratio Avg Win / Avg Loss | 1.5117 | 1.7241 | 1.3453 | 1.2545 | 1.5081 | 1.052 |
Largest Winning Trade | 71756 | 71756 | 36867 | 788118 | 788118 | 472271 |
Largest Losing Trade | -36687 | -34085 | -36687 | -342345 | -301305 | -342345 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 62 | 63 | 60 | 62 | 63 | 60 |
Avg Bars in Losers | 37 | 40 | 34 | 37 | 40 | 34 |
Bars Traded | 17949 | 9174 | 8775 | 17949 | 9174 | 8775 |
Profit Streak | 10.0773 | 0 | 28.744 | 10.0773 | 0 | 28.744 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308480 | -207341 | -32782 | -343417 | -581686 | -274926 |
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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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