Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323419.6712 | 246510.0967 | 76909.5746 | 42142.1837 | 24437.4132 | 17704.7705 |
Total P&L (%) | 323.4197 | 246.5101 | 76.9096 | 42.1422 | 24.4374 | 17.7048 |
Avg Daily Profit (%) | 0.1716 | 0.1308 | 0.0408 | 0.0187 | 0.0116 | 0.0086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158473 | -72884 | -137952 | -565611 | -283067 | -412075 |
Profit Factor | 1.2247 | 1.3453 | 1.106 | 1.0176 | 1.0201 | 1.015 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 213 | 99 | 114 | 213 | 99 | 114 |
Losing Trades | 206 | 111 | 95 | 206 | 111 | 95 |
Profitability (%) | 50.8353 | 47.1429 | 54.5455 | 50.8353 | 47.1429 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1844 | 1.5084 | 0.9217 | 0.9841 | 1.1437 | 0.8458 |
Largest Winning Trade | 84648 | 84648 | 23249 | 103874 | 103874 | 87302 |
Largest Losing Trade | -55677 | -31406 | -55677 | -167885 | -109729 | -167885 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5416 | 2719 | 2697 | 5416 | 2719 | 2697 |
Profit Streak | 7.4109 | 20.4109 | 0 | 7.4109 | 20.4109 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369276 | -16196 | -242603 | -369566 | -378956 | -393975 |
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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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