Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334877.6246 | 52346.0132 | 282531.6115 | 480186.7163 | -272139.0615 | 752325.7778 |
Total P&L (%) | 334.8776 | 52.346 | 282.5316 | 480.1867 | -272.1391 | 752.3258 |
Avg Daily Profit (%) | 0.2188 | 0.0342 | 0.1846 | 0.1149 | 0 | 0.1401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116276 | -88869 | -64569 | -1415185 | -1088878 | -415693 |
Profit Factor | 1.4145 | 1.1189 | 1.7683 | 1.0927 | 0.9029 | 1.3168 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 124 | 52 | 72 | 124 | 52 | 72 |
Losing Trades | 220 | 120 | 100 | 220 | 120 | 100 |
Profitability (%) | 36.0465 | 30.2326 | 41.8605 | 36.0465 | 30.2326 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.5097 | 2.5822 | 2.456 | 1.9387 | 2.0837 | 1.8289 |
Largest Winning Trade | 96587 | 96587 | 45958 | 799538 | 799538 | 298617 |
Largest Losing Trade | -23767 | -23767 | -16832 | -173930 | -173930 | -142312 |
Avg Bars in Trades | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Winners | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5909 | 2517 | 3392 | 5909 | 2517 | 3392 |
Profit Streak | 22.4487 | 0 | 27.9487 | 22.4487 | 0 | 27.9487 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 247488 | -244032 | 318274 | -159752 | -585064 | -6288 |
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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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