Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257540.8266 | 190951.5329 | 66589.2938 | 54984.3486 | 253425.019 | -198440.6704 |
Total P&L (%) | 257.5408 | 190.9515 | 66.5893 | 54.9843 | 253.425 | -198.4407 |
Avg Daily Profit (%) | 0.1802 | 0.1336 | 0.0466 | 0.0307 | 0.0884 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103447 | -78525 | -96653 | -587495 | -280395 | -430702 |
Profit Factor | 1.2288 | 1.3033 | 1.1343 | 1.0166 | 1.1438 | 0.8714 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 57.6803 | 57.8616 | 57.5 | 57.6803 | 57.8616 | 57.5 |
Ratio Avg Win / Avg Loss | 0.9016 | 0.9491 | 0.8384 | 0.7459 | 0.833 | 0.6441 |
Largest Winning Trade | 46666 | 46666 | 42894 | 209816 | 209816 | 72594 |
Largest Losing Trade | -41149 | -41149 | -39926 | -289251 | -155263 | -289251 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 4193 | 2249 | 1944 | 4193 | 2249 | 1944 |
Profit Streak | 0 | 16.2362 | 0 | 0 | 16.2362 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301530 | -14050 | -203840 | -353877 | -136831 | -579245 |
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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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