Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337659.985 | 128515.6512 | 209144.3339 | 205183.179 | 161888.8289 | 43294.3501 |
Total P&L (%) | 337.66 | 128.5157 | 209.1443 | 205.1832 | 161.8888 | 43.2944 |
Avg Daily Profit (%) | 0.2281 | 0.0868 | 0.1413 | 0.0754 | 0.0651 | 0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138725 | -146015 | -99729 | -139778 | -101897 | -153524 |
Profit Factor | 1.2542 | 1.2002 | 1.3046 | 1.1326 | 1.2388 | 1.0498 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 155 | 72 | 83 | 155 | 72 | 83 |
Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Profitability (%) | 45.858 | 42.6036 | 49.1124 | 45.858 | 42.6036 | 49.1124 |
Ratio Avg Win / Avg Loss | 1.4807 | 1.617 | 1.3517 | 1.3372 | 1.6689 | 1.0878 |
Largest Winning Trade | 49696 | 49696 | 49272 | 48426 | 48426 | 42371 |
Largest Losing Trade | -33711 | -32501 | -33711 | -63360 | -47067 | -63360 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 4394 | 2145 | 2249 | 4394 | 2145 | 2249 |
Profit Streak | 10.6349 | 33.6349 | 10.6349 | 10.6349 | 33.6349 | 10.6349 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331067 | -77741 | -3407 | -165378 | -106517 | -327152 |
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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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