Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306658.7529 | 194909.6234 | 111749.1294 | -73642.3381 | 5826.3949 | -79468.733 |
Total P&L (%) | 306.6588 | 194.9096 | 111.7491 | -73.6423 | 5.8264 | -79.4687 |
Avg Daily Profit (%) | 0.1599 | 0.1016 | 0.0583 | -0.0695 | 0.003 | -0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109449 | -109078 | -119276 | -119000 | -51617 | -100659 |
Profit Factor | 1.3149 | 1.3858 | 1.2384 | 0.6771 | 1.0658 | 0.4306 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 225 | 108 | 117 | 225 | 108 | 117 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 66.7656 | 64.2857 | 69.2308 | 66.7656 | 64.2857 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.6545 | 0.7699 | 0.5504 | 0.337 | 0.5921 | 0.1914 |
Largest Winning Trade | 39385 | 39385 | 18826 | 18151 | 18151 | 5169 |
Largest Losing Trade | -96023 | -56401 | -96023 | -82839 | -41850 | -82839 |
Avg Bars in Trades | 22 | 24 | 19 | 22 | 24 | 19 |
Avg Bars in Winners | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Losers | 42 | 46 | 37 | 42 | 46 | 37 |
Bars Traded | 7484 | 4174 | 3310 | 7484 | 4174 | 3310 |
Profit Streak | 25.8482 | 26.3482 | 25.8482 | 25.8482 | 26.3482 | 25.8482 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416893 | -54415 | -112495 | -574984 | -500500 | -576213 |
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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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