Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377845.5631 | 308290.748 | 69554.8151 | 49640.4435 | -171250.823 | 220891.2665 |
Total P&L (%) | 377.8456 | 308.2907 | 69.5548 | 49.6404 | -171.2508 | 220.8913 |
Avg Daily Profit (%) | 0.1987 | 0.1621 | 0.0366 | 0.0212 | 0 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200054 | -146578 | -125704 | -1026592 | -820166 | -490446 |
Profit Factor | 1.2679 | 1.4657 | 1.093 | 1.0117 | 0.9178 | 1.1018 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 175 | 75 | 100 | 175 | 75 | 100 |
Losing Trades | 206 | 116 | 90 | 206 | 116 | 90 |
Profitability (%) | 45.9318 | 39.267 | 52.6316 | 45.9318 | 39.267 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.4925 | 2.267 | 0.9837 | 1.1909 | 1.4196 | 0.9916 |
Largest Winning Trade | 177121 | 177121 | 37432 | 263545 | 160528 | 263545 |
Largest Losing Trade | -40296 | -24172 | -40296 | -184075 | -157968 | -184075 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Losers | 19 | 17 | 23 | 19 | 17 | 23 |
Bars Traded | 11204 | 4840 | 6364 | 11204 | 4840 | 6364 |
Profit Streak | 510.5068 | 516.5068 | 0 | 510.5068 | 516.5068 | 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 | 315707 | 238953 | -263219 | -372322 | -581978 | -220455 |
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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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