Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310576.4243 | 238367.562 | 72208.8623 | 23529.6158 | -372869.0909 | 396398.7067 |
Total P&L (%) | 310.5764 | 238.3676 | 72.2089 | 23.5296 | -372.8691 | 396.3987 |
Avg Daily Profit (%) | 0.1627 | 0.1249 | 0.0378 | 0.0111 | 0 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143333 | -135570 | -29401 | -1704482 | -1700901 | -234297 |
Profit Factor | 1.3281 | 1.3122 | 1.3944 | 1.0048 | 0.9108 | 1.5574 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 204 | 110 | 94 | 204 | 110 | 94 |
Losing Trades | 83 | 33 | 50 | 83 | 33 | 50 |
Profitability (%) | 71.0801 | 76.9231 | 65.2778 | 71.0801 | 76.9231 | 65.2778 |
Ratio Avg Win / Avg Loss | 0.5404 | 0.3937 | 0.7417 | 0.4088 | 0.2732 | 0.8284 |
Largest Winning Trade | 64539 | 64539 | 9646 | 294332 | 294332 | 104292 |
Largest Losing Trade | -62685 | -62685 | -29133 | -1115437 | -1115437 | -234297 |
Avg Bars in Trades | 39 | 77 | 1 | 39 | 77 | 1 |
Avg Bars in Winners | 16 | 29 | 1 | 16 | 29 | 1 |
Avg Bars in Losers | 96 | 238 | 2 | 96 | 238 | 2 |
Bars Traded | 11372 | 11115 | 257 | 11372 | 11115 | 257 |
Profit Streak | 2.9343 | 81.2677 | 2.9343 | 2.9343 | 81.2677 | 2.9343 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337690 | -22608 | -142494 | -395992 | -575588 | -79968 |
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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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