Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284156.5553 | 194205.2756 | 89951.2797 | 2258.255 | 96641.8394 | -94383.5844 |
Total P&L (%) | 284.1566 | 194.2053 | 89.9513 | 2.2583 | 96.6418 | -94.3836 |
Avg Daily Profit (%) | 0.1513 | 0.1034 | 0.0479 | 0.0012 | 0.036 | -0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185714 | -121605 | -134355 | -345701 | -154235 | -293614 |
Profit Factor | 1.2336 | 1.309 | 1.153 | 1.0016 | 1.1549 | 0.8749 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Profitability (%) | 50.6369 | 50.9554 | 50.3185 | 50.6369 | 50.9554 | 50.3185 |
Ratio Avg Win / Avg Loss | 1.2026 | 1.2599 | 1.1384 | 0.9764 | 1.1116 | 0.8638 |
Largest Winning Trade | 71619 | 71619 | 38762 | 72870 | 72870 | 68776 |
Largest Losing Trade | -43772 | -41482 | -43772 | -114338 | -108691 | -114338 |
Avg Bars in Trades | 70 | 89 | 52 | 70 | 89 | 52 |
Avg Bars in Winners | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Losers | 69 | 105 | 33 | 69 | 105 | 33 |
Bars Traded | 22233 | 14048 | 8185 | 22233 | 14048 | 8185 |
Profit Streak | 8.6876 | 9.6042 | 0 | 8.6876 | 9.6042 | 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 | 333993 | -53724 | -180862 | -574995 | -193832 | -580469 |
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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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