Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269051.37 | 135782.9168 | 133268.4532 | 339523.1349 | -111321.9327 | 450845.0676 |
Total P&L (%) | 269.0514 | 135.7829 | 133.2685 | 339.5231 | -111.3219 | 450.8451 |
Avg Daily Profit (%) | 0.2583 | 0.1304 | 0.1279 | 0.1422 | 0 | 0.1639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86055 | -69262 | -49151 | -585143 | -469952 | -258272 |
Profit Factor | 1.3128 | 1.3096 | 1.3161 | 1.1031 | 0.937 | 1.2956 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 173 | 83 | 90 | 173 | 83 | 90 |
Losing Trades | 220 | 114 | 106 | 220 | 114 | 106 |
Profitability (%) | 44.0204 | 42.132 | 45.9184 | 44.0204 | 42.132 | 45.9184 |
Ratio Avg Win / Avg Loss | 1.6694 | 1.7988 | 1.55 | 1.4028 | 1.287 | 1.5259 |
Largest Winning Trade | 79828 | 79828 | 30223 | 188210 | 188210 | 137061 |
Largest Losing Trade | -21364 | -12985 | -21364 | -119549 | -119549 | -68753 |
Avg Bars in Trades | 63 | 61 | 65 | 63 | 61 | 65 |
Avg Bars in Winners | 92 | 88 | 95 | 92 | 88 | 95 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 24874 | 12054 | 12820 | 24874 | 12054 | 12820 |
Profit Streak | 0 | 0 | 12.1861 | 0 | 0 | 12.1861 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328368 | -20335 | -21426 | -110570 | -581695 | 287444 |
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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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