Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152370.8314 | 51537.5007 | 100833.3307 | 195585.9117 | 122386.9286 | 73198.983 |
Total P&L (%) | 152.3708 | 51.5375 | 100.8333 | 195.5859 | 122.3869 | 73.199 |
Avg Daily Profit (%) | 0.5851 | 0.1979 | 0.3872 | 0.417 | 0.3074 | 0.2111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98803 | -65831 | -49396 | -498899 | -341994 | -263486 |
Profit Factor | 1.2732 | 1.1714 | 1.3922 | 1.0816 | 1.0977 | 1.0639 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 193 | 94 | 99 | 193 | 94 | 99 |
Losing Trades | 239 | 122 | 117 | 239 | 122 | 117 |
Profitability (%) | 44.6759 | 43.5185 | 45.8333 | 44.6759 | 43.5185 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.5766 | 1.5203 | 1.6453 | 1.3393 | 1.4247 | 1.2573 |
Largest Winning Trade | 50772 | 27490 | 50772 | 83408 | 54607 | 83408 |
Largest Losing Trade | -14101 | -14101 | -10149 | -84513 | -84513 | -64491 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 77 | 75 | 78 | 77 | 75 | 78 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 24747 | 12152 | 12595 | 24747 | 12152 | 12595 |
Profit Streak | 2.1589 | 4.2839 | 2.1589 | 2.1589 | 4.2839 | 2.1589 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333708 | -27320 | 237917 | -124009 | -107304 | -146915 |
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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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