Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377671.8705 | 200996.19 | 176675.6805 | 289785.9768 | 105643.0771 | 184142.8997 |
Total P&L (%) | 377.6719 | 200.9962 | 176.6757 | 289.786 | 105.6431 | 184.1429 |
Avg Daily Profit (%) | 0.2092 | 0.1113 | 0.0979 | 0.0754 | 0.0399 | 0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91483 | -118642 | -115691 | -604185 | -554216 | -378051 |
Profit Factor | 1.2348 | 1.2574 | 1.2136 | 1.0744 | 1.054 | 1.095 |
Total Trades | 543 | 272 | 271 | 543 | 272 | 271 |
Winning Trades | 226 | 104 | 122 | 226 | 104 | 122 |
Losing Trades | 317 | 168 | 149 | 317 | 168 | 149 |
Profitability (%) | 41.6206 | 38.2353 | 45.0185 | 41.6206 | 38.2353 | 45.0185 |
Ratio Avg Win / Avg Loss | 1.7321 | 2.0311 | 1.4822 | 1.5071 | 1.7027 | 1.3374 |
Largest Winning Trade | 66314 | 66314 | 35102 | 166705 | 166705 | 157268 |
Largest Losing Trade | -31052 | -31052 | -24559 | -120914 | -96326 | -120914 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7165 | 3303 | 3862 | 7165 | 3303 | 3862 |
Profit Streak | 0 | 0 | 18.7061 | 0 | 0 | 18.7061 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300706 | -46848 | -62996 | -229963 | -302966 | -231863 |
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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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