Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401249.8646 | 133542.1207 | 267707.7439 | 380939.3443 | -40111.6731 | 421051.0174 |
Total P&L (%) | 401.2499 | 133.5421 | 267.7077 | 380.9393 | -40.1117 | 421.051 |
Avg Daily Profit (%) | 0.2709 | 0.0902 | 0.1807 | 0.1061 | -0.0346 | 0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208776 | -128986 | -159992 | -483044 | -397792 | -206678 |
Profit Factor | 1.3655 | 1.2514 | 1.4724 | 1.2305 | 0.956 | 1.5678 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 212 | 104 | 108 | 212 | 104 | 108 |
Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Profitability (%) | 61.0951 | 59.7701 | 62.4277 | 61.0951 | 59.7701 | 62.4277 |
Ratio Avg Win / Avg Loss | 0.8695 | 0.8423 | 0.8861 | 0.7836 | 0.6434 | 0.9436 |
Largest Winning Trade | 85840 | 85840 | 31714 | 82462 | 82462 | 81805 |
Largest Losing Trade | -58078 | -33243 | -58078 | -166731 | -166731 | -89994 |
Avg Bars in Trades | 49 | 48 | 51 | 49 | 48 | 51 |
Avg Bars in Winners | 41 | 38 | 45 | 41 | 38 | 45 |
Avg Bars in Losers | 62 | 63 | 62 | 62 | 63 | 62 |
Bars Traded | 17329 | 8403 | 8926 | 17329 | 8403 | 8926 |
Profit Streak | 51.8998 | 83.0665 | 51.8998 | 51.8998 | 83.0665 | 51.8998 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428308 | -71348 | 370798 | -48504 | -577654 | -40704 |
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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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