Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315446.8269 | 138373.763 | 177073.0639 | 104348.9643 | 98017.6025 | 6331.3618 |
Total P&L (%) | 315.4468 | 138.3738 | 177.0731 | 104.349 | 98.0176 | 6.3314 |
Avg Daily Profit (%) | 0.2129 | 0.0934 | 0.1195 | 0.0483 | 0.0461 | 0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203911 | -176064 | -96501 | -196931 | -133042 | -177376 |
Profit Factor | 1.2141 | 1.1813 | 1.2494 | 1.0602 | 1.1158 | 1.0071 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 201 | 102 | 99 | 201 | 102 | 99 |
Profitability (%) | 44.7802 | 43.956 | 45.6044 | 44.7802 | 43.956 | 45.6044 |
Ratio Avg Win / Avg Loss | 1.4972 | 1.5062 | 1.4903 | 1.3073 | 1.4227 | 1.2013 |
Largest Winning Trade | 70436 | 70436 | 49272 | 57619 | 57619 | 49005 |
Largest Losing Trade | -32501 | -32501 | -26658 | -46298 | -35791 | -46298 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 4417 | 2049 | 2368 | 4417 | 2049 | 2368 |
Profit Streak | 12.6625 | 34.6625 | 12.6625 | 12.6625 | 34.6625 | 12.6625 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306870 | -88910 | -34069 | -281587 | -225077 | -566169 |
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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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