Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945712.9242 | 933062.3478 | 12650.5764 | 206494.555 | 153314.221 | 53180.334 |
Total P&L (%) | 945.7129 | 933.0623 | 12.6506 | 206.4946 | 153.3142 | 53.1803 |
Avg Daily Profit (%) | 0.4082 | 0.4027 | 0.0055 | 0.0484 | 0.0401 | 0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141553 | -98719 | -194255 | -1019082 | -784190 | -508348 |
Profit Factor | 1.7299 | 2.4718 | 1.0191 | 1.0457 | 1.0654 | 1.0244 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
Losing Trades | 183 | 98 | 85 | 183 | 98 | 85 |
Profitability (%) | 32.7206 | 27.9412 | 37.5 | 32.7206 | 27.9412 | 37.5 |
Ratio Avg Win / Avg Loss | 3.557 | 6.3746 | 1.6985 | 2.1501 | 2.7476 | 1.7074 |
Largest Winning Trade | 462234 | 462234 | 83929 | 423121 | 423121 | 350416 |
Largest Losing Trade | -34717 | -23804 | -34717 | -151221 | -151221 | -107245 |
Avg Bars in Trades | 49 | 43 | 55 | 49 | 43 | 55 |
Avg Bars in Winners | 109 | 101 | 115 | 109 | 101 | 115 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 13495 | 5961 | 7534 | 13495 | 5961 | 7534 |
Profit Streak | 12.574 | 0 | 15.7407 | 12.574 | 0 | 15.7407 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302898 | -2564 | -471703 | -302181 | -303833 | -366388 |
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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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