Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358322.7787 | 192737.7598 | 165585.0189 | 147564.0243 | -365513.0595 | 513077.0838 |
Total P&L (%) | 358.3228 | 192.7378 | 165.585 | 147.564 | -365.5131 | 513.0771 |
Avg Daily Profit (%) | 0.1973 | 0.1061 | 0.0912 | 0.0499 | 0 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123602 | -92687 | -78010 | -1485293 | -870334 | -839157 |
Profit Factor | 1.2896 | 1.2859 | 1.2939 | 1.018 | 0.9174 | 1.1353 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 148 | 67 | 81 | 148 | 67 | 81 |
Losing Trades | 192 | 103 | 89 | 192 | 103 | 89 |
Profitability (%) | 43.5294 | 39.4118 | 47.6471 | 43.5294 | 39.4118 | 47.6471 |
Ratio Avg Win / Avg Loss | 1.673 | 1.9769 | 1.4217 | 1.3206 | 1.4103 | 1.2474 |
Largest Winning Trade | 95338 | 95338 | 45258 | 471272 | 471272 | 280215 |
Largest Losing Trade | -29137 | -26864 | -29137 | -368623 | -341170 | -368623 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5342 | 2841 | 2501 | 5342 | 2841 | 2501 |
Profit Streak | 14.178 | 0 | 17.5114 | 14.178 | 0 | 17.5114 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319073 | -53691 | -70919 | -326873 | -582616 | -130669 |
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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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