Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373708.1602 | 133129.6126 | 240578.5477 | 425976.9656 | -254367.3793 | 680344.345 |
Total P&L (%) | 373.7082 | 133.1296 | 240.5785 | 425.977 | -254.3674 | 680.3443 |
Avg Daily Profit (%) | 0.233 | 0.083 | 0.15 | 0.1036 | 0 | 0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117037 | -74809 | -99190 | -1581098 | -1016633 | -865334 |
Profit Factor | 1.3169 | 1.214 | 1.432 | 1.0563 | 0.937 | 1.193 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 138 | 62 | 76 | 138 | 62 | 76 |
Losing Trades | 181 | 97 | 84 | 181 | 97 | 84 |
Profitability (%) | 43.2602 | 38.9937 | 47.5 | 43.2602 | 38.9937 | 47.5 |
Ratio Avg Win / Avg Loss | 1.7273 | 1.8993 | 1.5827 | 1.3855 | 1.4659 | 1.3185 |
Largest Winning Trade | 59084 | 59084 | 39787 | 329010 | 329010 | 281070 |
Largest Losing Trade | -30967 | -30167 | -30967 | -256328 | -256328 | -197566 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 6330 | 3309 | 3021 | 6330 | 3309 | 3021 |
Profit Streak | 9.3566 | 0 | 12.1066 | 9.3566 | 0 | 12.1066 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330949 | -85180 | 338595 | -213291 | -582836 | -29513 |
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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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