Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288707.5805 | 213445.846 | 75261.7345 | 335967.7542 | 132885.005 | 203082.7493 |
Total P&L (%) | 288.7076 | 213.4458 | 75.2617 | 335.9678 | 132.885 | 203.0827 |
Avg Daily Profit (%) | 0.2772 | 0.2049 | 0.0723 | 0.1415 | 0.0812 | 0.1065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82856 | -75395 | -55625 | -233751 | -232994 | -136890 |
Profit Factor | 1.4503 | 1.6328 | 1.2477 | 1.2327 | 1.1653 | 1.3174 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Profitability (%) | 40.5316 | 38 | 43.0464 | 40.5316 | 38 | 43.0464 |
Ratio Avg Win / Avg Loss | 2.1279 | 2.664 | 1.6508 | 1.8086 | 1.9013 | 1.743 |
Largest Winning Trade | 145145 | 145145 | 28687 | 209908 | 209908 | 89019 |
Largest Losing Trade | -13203 | -9668 | -13203 | -53823 | -53039 | -53823 |
Avg Bars in Trades | 82 | 73 | 91 | 82 | 73 | 91 |
Avg Bars in Winners | 121 | 112 | 130 | 121 | 112 | 130 |
Avg Bars in Losers | 55 | 48 | 62 | 55 | 48 | 62 |
Bars Traded | 24768 | 10968 | 13800 | 24768 | 10968 | 13800 |
Profit Streak | 13.716 | 0 | 14.841 | 13.716 | 0 | 14.841 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319890 | 227461 | -96574 | -4930 | -126582 | -50476 |
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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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