Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305852.1647 | 155256.7175 | 150595.4472 | 556412.7045 | -28071.0775 | 584483.782 |
Total P&L (%) | 305.8522 | 155.2567 | 150.5954 | 556.4127 | -28.0711 | 584.4838 |
Avg Daily Profit (%) | 0.2936 | 0.149 | 0.1446 | 0.1808 | -0.0316 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57726 | -54422 | -57976 | -522837 | -331386 | -299027 |
Profit Factor | 1.4438 | 1.4274 | 1.462 | 1.2171 | 0.9802 | 1.5107 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 171 | 90 | 81 | 171 | 90 | 81 |
Profitability (%) | 41.2371 | 37.931 | 44.5205 | 41.2371 | 37.931 | 44.5205 |
Ratio Avg Win / Avg Loss | 2.0574 | 2.3358 | 1.8218 | 1.7343 | 1.604 | 1.8826 |
Largest Winning Trade | 76093 | 76093 | 42804 | 212511 | 179885 | 212511 |
Largest Losing Trade | -19562 | -17291 | -19562 | -97428 | -97428 | -72848 |
Avg Bars in Trades | 85 | 75 | 94 | 85 | 75 | 94 |
Avg Bars in Winners | 126 | 113 | 138 | 126 | 113 | 138 |
Avg Bars in Losers | 55 | 51 | 59 | 55 | 51 | 59 |
Bars Traded | 24736 | 10892 | 13844 | 24736 | 10892 | 13844 |
Profit Streak | 12.5762 | 0 | 16.2429 | 12.5762 | 0 | 16.2429 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332052 | 109145 | 32785 | 262466 | -582863 | 329810 |
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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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