Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308336.5703 | 113279.0599 | 195057.5104 | 208767.5819 | -255405.5742 | 464173.1561 |
Total P&L (%) | 308.3366 | 113.2791 | 195.0575 | 208.7676 | -255.4056 | 464.1732 |
Avg Daily Profit (%) | 0.2029 | 0.0745 | 0.1283 | 0.0742 | 0 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168196 | -105394 | -118815 | -1460879 | -951023 | -735391 |
Profit Factor | 1.2438 | 1.1876 | 1.2951 | 1.0338 | 0.9188 | 1.1529 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 169 | 79 | 90 | 169 | 79 | 90 |
Losing Trades | 196 | 104 | 92 | 196 | 104 | 92 |
Profitability (%) | 46.3014 | 43.1694 | 49.4505 | 46.3014 | 43.1694 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.4425 | 1.5634 | 1.3239 | 1.1989 | 1.2096 | 1.1785 |
Largest Winning Trade | 53649 | 53649 | 28063 | 202520 | 202520 | 182996 |
Largest Losing Trade | -31446 | -24526 | -31446 | -374561 | -374561 | -164059 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
Bars Traded | 4499 | 2364 | 2135 | 4499 | 2364 | 2135 |
Profit Streak | 18.2428 | 18.2428 | 30.5762 | 18.2428 | 18.2428 | 30.5762 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331177 | -107935 | -20186 | -275433 | -580523 | -91826 |
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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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