Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294071.9063 | 93417.8361 | 200654.0701 | 70967.4144 | 2978.4697 | 67988.9446 |
Total P&L (%) | 294.0719 | 93.4178 | 200.6541 | 70.9674 | 2.9785 | 67.9889 |
Avg Daily Profit (%) | 0.1766 | 0.0561 | 0.1205 | 0.0322 | 0.0018 | 0.0312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120418 | -71259 | -110190 | -403413 | -185318 | -271983 |
Profit Factor | 1.3387 | 1.2644 | 1.3897 | 1.0358 | 1.0041 | 1.0543 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 142 | 66 | 76 | 142 | 66 | 76 |
Losing Trades | 147 | 79 | 68 | 147 | 79 | 68 |
Profitability (%) | 49.1349 | 45.5172 | 52.7778 | 49.1349 | 45.5172 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3858 | 1.5135 | 1.2434 | 1.0723 | 1.2019 | 0.9433 |
Largest Winning Trade | 65129 | 49504 | 65129 | 102662 | 65655 | 102662 |
Largest Losing Trade | -71057 | -32938 | -71057 | -153052 | -46898 | -153052 |
Avg Bars in Trades | 33 | 13 | 53 | 33 | 13 | 53 |
Avg Bars in Winners | 38 | 18 | 55 | 38 | 18 | 55 |
Avg Bars in Losers | 29 | 10 | 51 | 29 | 10 | 51 |
Bars Traded | 9729 | 2005 | 7724 | 9729 | 2005 | 7724 |
Profit Streak | 5.6675 | 5.6675 | 6.1675 | 5.6675 | 5.6675 | 6.1675 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380564 | -117480 | -30135 | -328149 | -572727 | -312514 |
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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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