Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308624.3757 | 194850.662 | 113773.7137 | -27157.7395 | 41871.5121 | -69029.2515 |
Total P&L (%) | 308.6244 | 194.8507 | 113.7737 | -27.1577 | 41.8715 | -69.0293 |
Avg Daily Profit (%) | 0.1638 | 0.1034 | 0.0604 | -0.0168 | 0.0186 | -0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103607 | -97761 | -110933 | -333530 | -188202 | -283762 |
Profit Factor | 1.2365 | 1.294 | 1.1771 | 0.9806 | 1.0628 | 0.906 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 217 | 100 | 117 | 217 | 100 | 117 |
Losing Trades | 176 | 97 | 79 | 176 | 97 | 79 |
Profitability (%) | 55.2163 | 50.7614 | 59.6939 | 55.2163 | 50.7614 | 59.6939 |
Ratio Avg Win / Avg Loss | 1.0029 | 1.2552 | 0.7948 | 0.7953 | 1.0309 | 0.6117 |
Largest Winning Trade | 52352 | 52352 | 35622 | 91853 | 88605 | 91853 |
Largest Losing Trade | -83796 | -33802 | -83796 | -244000 | -102921 | -244000 |
Avg Bars in Trades | 56 | 61 | 52 | 56 | 61 | 52 |
Avg Bars in Winners | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Losers | 59 | 64 | 52 | 59 | 64 | 52 |
Bars Traded | 22321 | 12082 | 10239 | 22321 | 12082 | 10239 |
Profit Streak | 13.7146 | 13.7146 | 64.6313 | 13.7146 | 13.7146 | 64.6313 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389340 | -53716 | -136503 | -576970 | -320373 | -577610 |
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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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