Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330879.7007 | 287071.9826 | 43807.7181 | 810.2879 | 136366.9552 | -135556.6673 |
Total P&L (%) | 330.8797 | 287.072 | 43.8077 | 0.8103 | 136.367 | -135.5567 |
Avg Daily Profit (%) | 0.1851 | 0.1606 | 0.0245 | 0.0005 | 0.0481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197506 | -132495 | -140779 | -430545 | -194534 | -375666 |
Profit Factor | 1.196 | 1.3583 | 1.0494 | 1.0003 | 1.0999 | 0.913 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 191 | 93 | 98 | 191 | 93 | 98 |
Losing Trades | 217 | 111 | 106 | 217 | 111 | 106 |
Profitability (%) | 46.8137 | 45.5882 | 48.0392 | 46.8137 | 45.5882 | 48.0392 |
Ratio Avg Win / Avg Loss | 1.3588 | 1.6212 | 1.135 | 1.1364 | 1.3128 | 0.9876 |
Largest Winning Trade | 91534 | 91534 | 50304 | 87857 | 87857 | 65506 |
Largest Losing Trade | -39488 | -33000 | -39488 | -109323 | -84129 | -109323 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7027 | 3518 | 3508 | 7027 | 3518 | 3508 |
Profit Streak | 9.6451 | 13.8951 | 9.6451 | 9.6451 | 13.8951 | 9.6451 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 173154 | 306272 | -327540 | -575926 | -239583 | -580085 |
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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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