Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281768.5414 | 268416.399 | 13352.1424 | 197114.7048 | 71200.2975 | 125914.4073 |
Total P&L (%) | 281.7685 | 268.4164 | 13.3521 | 197.1147 | 71.2003 | 125.9144 |
Avg Daily Profit (%) | 0.2283 | 0.2175 | 0.0108 | 0.0883 | 0.0436 | 0.066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165190 | -47092 | -176325 | -722140 | -196569 | -532252 |
Profit Factor | 1.2887 | 1.7549 | 1.0215 | 1.0899 | 1.0786 | 1.0978 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 162 | 75 | 87 | 154 | 71 | 83 |
Losing Trades | 96 | 54 | 42 | 104 | 58 | 46 |
Profitability (%) | 62.7907 | 58.1395 | 67.4419 | 59.6899 | 55.0388 | 64.3411 |
Ratio Avg Win / Avg Loss | 0.7637 | 1.2635 | 0.4931 | 0.736 | 0.8811 | 0.6084 |
Largest Winning Trade | 63412 | 63412 | 37176 | 181778 | 84723 | 181778 |
Largest Losing Trade | -141593 | -23213 | -141593 | -192485 | -118846 | -192485 |
Avg Bars in Trades | 27 | 24 | 31 | 27 | 24 | 31 |
Avg Bars in Winners | 24 | 20 | 27 | 24 | 23 | 24 |
Avg Bars in Losers | 34 | 30 | 38 | 33 | 26 | 42 |
Bars Traded | 7222 | 3195 | 4027 | 7222 | 3195 | 4027 |
Profit Streak | 0 | 0 | 40.7596 | 0 | 0 | 40.7596 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341876 | 399863 | -435354 | -195573 | -269751 | -216693 |
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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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