Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358368.1921 | 256003.3908 | 102364.8013 | 77134.9024 | -19442.2744 | 96577.1768 |
Total P&L (%) | 358.3682 | 256.0034 | 102.3648 | 77.1349 | -19.4423 | 96.5772 |
Avg Daily Profit (%) | 0.1853 | 0.1323 | 0.0529 | 0.0296 | -0.0112 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129512 | -82021 | -163978 | -558177 | -345367 | -271672 |
Profit Factor | 1.3037 | 1.4426 | 1.1702 | 1.0309 | 0.985 | 1.0804 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 144 | 65 | 79 | 144 | 65 | 79 |
Losing Trades | 149 | 82 | 67 | 149 | 82 | 67 |
Profitability (%) | 49.1468 | 44.2177 | 54.1096 | 49.1468 | 44.2177 | 54.1096 |
Ratio Avg Win / Avg Loss | 1.349 | 1.82 | 0.9924 | 1.0667 | 1.2427 | 0.9163 |
Largest Winning Trade | 113660 | 113660 | 48298 | 254367 | 254367 | 117538 |
Largest Losing Trade | -38728 | -22579 | -38728 | -115292 | -63588 | -115292 |
Avg Bars in Trades | 25 | 20 | 31 | 25 | 20 | 31 |
Avg Bars in Winners | 31 | 23 | 37 | 31 | 23 | 37 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 7555 | 2998 | 4557 | 7555 | 2998 | 4557 |
Profit Streak | 0 | 0 | 7.2079 | 0 | 0 | 7.2079 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326884 | -16427 | -156205 | -338498 | -581247 | -278870 |
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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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