Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328783.7219 | 258685.6494 | 70098.0725 | -9764.039 | -38102.7345 | 28338.6955 |
Total P&L (%) | 328.7837 | 258.6856 | 70.0981 | -9.764 | -38.1027 | 28.3387 |
Avg Daily Profit (%) | 0.1715 | 0.1349 | 0.0366 | -0.0054 | -0.025 | 0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244856 | -119475 | -144865 | -1270873 | -694301 | -639575 |
Profit Factor | 1.2106 | 1.3256 | 1.0914 | 0.9975 | 0.9807 | 1.0152 |
Total Trades | 373 | 187 | 186 | 373 | 187 | 186 |
Winning Trades | 190 | 88 | 102 | 190 | 88 | 102 |
Losing Trades | 183 | 99 | 84 | 183 | 99 | 84 |
Profitability (%) | 50.9383 | 47.0588 | 54.8387 | 50.9383 | 47.0588 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.166 | 1.4912 | 0.8988 | 0.9607 | 1.1033 | 0.836 |
Largest Winning Trade | 116215 | 116215 | 33283 | 258506 | 258506 | 215694 |
Largest Losing Trade | -43666 | -30952 | -43666 | -275886 | -275886 | -141674 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 7594 | 3871 | 3723 | 7594 | 3871 | 3723 |
Profit Streak | 14.1504 | 31.1504 | 0 | 14.1504 | 31.1504 | 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 | 354914 | -12131 | -264395 | -577833 | -578553 | -382913 |
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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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