Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369516.2119 | 204053.6586 | 165462.5533 | 92416.8799 | -467766.0464 | 560182.9263 |
Total P&L (%) | 369.5162 | 204.0537 | 165.4626 | 92.4169 | -467.766 | 560.1829 |
Avg Daily Profit (%) | 0.1936 | 0.1069 | 0.0867 | 0.0343 | 0 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203090 | -118587 | -119547 | -1525080 | -1157655 | -715879 |
Profit Factor | 1.2656 | 1.2935 | 1.2377 | 1.0127 | 0.8867 | 1.1775 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 246 | 121 | 125 | 246 | 121 | 125 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 71.9298 | 70.7602 | 73.0994 | 71.9298 | 70.7602 | 73.0994 |
Ratio Avg Win / Avg Loss | 0.4939 | 0.5345 | 0.4555 | 0.3952 | 0.3664 | 0.4333 |
Largest Winning Trade | 32633 | 27877 | 32633 | 283322 | 235210 | 283322 |
Largest Losing Trade | -49240 | -38193 | -49240 | -545785 | -545785 | -391136 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 12 | 9 | 14 | 12 | 9 | 14 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 7410 | 3404 | 4006 | 7410 | 3404 | 4006 |
Profit Streak | 42.4388 | 53.4388 | 42.4388 | 42.4388 | 53.4388 | 42.4388 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444093 | -47008 | -74045 | -348744 | -575933 | -82276 |
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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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