Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261884.372 | 91688.404 | 170195.968 | 32479.0134 | 177768.2341 | -145289.2207 |
Total P&L (%) | 261.8844 | 91.6884 | 170.196 | 32.479 | 177.7682 | -145.2892 |
Avg Daily Profit (%) | 0.1766 | 0.0618 | 0.1148 | 0.019 | 0.0689 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168064 | -130061 | -108082 | -387134 | -240191 | -344901 |
Profit Factor | 1.199 | 1.1495 | 1.2421 | 1.0151 | 1.2062 | 0.8868 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 194 | 94 | 100 | 194 | 94 | 100 |
Losing Trades | 179 | 92 | 87 | 179 | 92 | 87 |
Profitability (%) | 52.0107 | 50.5376 | 53.4759 | 52.0107 | 50.5376 | 53.4759 |
Ratio Avg Win / Avg Loss | 1.1063 | 1.1251 | 1.0806 | 0.9367 | 1.1806 | 0.7715 |
Largest Winning Trade | 45115 | 29747 | 45115 | 63399 | 55298 | 63399 |
Largest Losing Trade | -53540 | -32898 | -53540 | -127072 | -61788 | -127072 |
Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Winners | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Losers | 15 | 18 | 11 | 15 | 18 | 11 |
Bars Traded | 5855 | 3234 | 2620 | 5855 | 3234 | 2620 |
Profit Streak | 5.9516 | 0 | 13.9516 | 5.9516 | 0 | 13.9516 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321713 | -165656 | -37828 | -372759 | -100646 | -578549 |
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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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