Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303474.8314 | 163443.3738 | 140031.4576 | 26485.4974 | -46676.0682 | 73161.5656 |
Total P&L (%) | 303.4748 | 163.4434 | 140.0315 | 26.4855 | -46.6761 | 73.1616 |
Avg Daily Profit (%) | 0.1674 | 0.0902 | 0.0772 | 0.013 | -0.0347 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197284 | -132434 | -114959 | -1573752 | -695657 | -1145116 |
Profit Factor | 1.2441 | 1.2484 | 1.2393 | 1.0038 | 0.9865 | 1.0212 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 156 | 65 | 91 | 156 | 65 | 91 |
Losing Trades | 193 | 109 | 84 | 193 | 109 | 84 |
Profitability (%) | 44.6991 | 37.3563 | 52 | 44.6991 | 37.3563 | 52 |
Ratio Avg Win / Avg Loss | 1.5392 | 2.0935 | 1.1439 | 1.2419 | 1.6543 | 0.9427 |
Largest Winning Trade | 86891 | 86891 | 57249 | 360688 | 360688 | 289232 |
Largest Losing Trade | -52393 | -31194 | -52393 | -334991 | -334991 | -330371 |
Avg Bars in Trades | 61 | 70 | 52 | 61 | 70 | 52 |
Avg Bars in Winners | 75 | 90 | 65 | 75 | 90 | 65 |
Avg Bars in Losers | 50 | 58 | 38 | 50 | 58 | 38 |
Bars Traded | 21502 | 12262 | 9240 | 21502 | 12262 | 9240 |
Profit Streak | 10.6358 | 0 | 11.0525 | 10.6358 | 0 | 11.0525 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309892 | -76270 | -88835 | -394842 | -582561 | -349990 |
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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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