Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206236.141 | 83031.3498 | 123204.7912 | 94653.744 | 57778.7321 | 36875.0118 |
Total P&L (%) | 206.2361 | 83.0314 | 123.2048 | 94.6537 | 57.7787 | 36.875 |
Avg Daily Profit (%) | 0.1856 | 0.0747 | 0.1109 | 0.06 | 0.041 | 0.0282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114167 | -68094 | -106786 | -316491 | -140933 | -305974 |
Profit Factor | 1.2364 | 1.1858 | 1.2897 | 1.0496 | 1.061 | 1.0383 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 224 | 105 | 119 | 224 | 105 | 119 |
Losing Trades | 170 | 92 | 78 | 170 | 92 | 78 |
Profitability (%) | 56.8528 | 53.2995 | 60.4061 | 56.8528 | 53.2995 | 60.4061 |
Ratio Avg Win / Avg Loss | 0.9384 | 1.039 | 0.8453 | 0.7965 | 0.9297 | 0.6806 |
Largest Winning Trade | 29334 | 28977 | 29334 | 66197 | 66197 | 46463 |
Largest Losing Trade | -51803 | -23979 | -51803 | -172179 | -45725 | -172179 |
Avg Bars in Trades | 33 | 30 | 35 | 33 | 30 | 35 |
Avg Bars in Winners | 27 | 22 | 31 | 27 | 22 | 31 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 13059 | 6023 | 7036 | 13059 | 6023 | 7036 |
Profit Streak | 6.5143 | 0 | 14.6809 | 6.5143 | 0 | 14.6809 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329917 | -108471 | -43320 | -276921 | -293070 | -334411 |
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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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