Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204028.9092 | 98790.358 | 105238.5512 | 48572.4442 | -92402.1489 | 140974.5931 |
Total P&L (%) | 204.0289 | 98.7904 | 105.2386 | 48.5724 | -92.4021 | 140.9746 |
Avg Daily Profit (%) | 0.1827 | 0.0885 | 0.0943 | 0.0355 | -0.2306 | 0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126891 | -107920 | -58623 | -314972 | -250497 | -169373 |
Profit Factor | 1.2251 | 1.2006 | 1.2544 | 1.0262 | 0.9062 | 1.1621 |
Total Trades | 469 | 235 | 234 | 469 | 235 | 234 |
Winning Trades | 220 | 103 | 117 | 220 | 103 | 117 |
Losing Trades | 249 | 132 | 117 | 249 | 132 | 117 |
Profitability (%) | 46.9083 | 43.8298 | 50 | 46.9083 | 43.8298 | 50 |
Ratio Avg Win / Avg Loss | 1.3866 | 1.5386 | 1.2544 | 1.1615 | 1.1614 | 1.1621 |
Largest Winning Trade | 175846 | 175846 | 23148 | 77827 | 77827 | 64880 |
Largest Losing Trade | -29750 | -15109 | -29750 | -39582 | -39582 | -39087 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 13287 | 6230 | 7057 | 13287 | 6230 | 7057 |
Profit Streak | 9.0831 | 9.0831 | 11.8331 | 9.0831 | 9.0831 | 11.8331 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350678 | -75022 | -65567 | -336065 | -579891 | -128194 |
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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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