Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479970.5825 | 426995.9055 | 52974.677 | 155514.5458 | 355441.8053 | -199927.2595 |
Total P&L (%) | 479.9706 | 426.9959 | 52.9747 | 155.5145 | 355.4418 | -199.9273 |
Avg Daily Profit (%) | 0.2541 | 0.2261 | 0.028 | 0.0497 | 0.0803 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131020 | -107537 | -103409 | -1120514 | -869766 | -733656 |
Profit Factor | 1.333 | 1.6148 | 1.0709 | 1.0223 | 1.1046 | 0.9439 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 193 | 102 | 91 | 193 | 102 | 91 |
Profitability (%) | 40.0621 | 36.646 | 43.4783 | 40.0621 | 36.646 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.9944 | 2.7916 | 1.3922 | 1.5295 | 1.9096 | 1.2271 |
Largest Winning Trade | 122055 | 122055 | 42146 | 549289 | 549289 | 227611 |
Largest Losing Trade | -52125 | -29834 | -52125 | -170211 | -169196 | -170211 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 11 | 12 | 9 | 11 | 12 | 9 |
Bars Traded | 5589 | 2990 | 2599 | 5589 | 2990 | 2599 |
Profit Streak | 22.8912 | 23.8912 | 22.8912 | 22.8912 | 23.8912 | 22.8912 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327070 | 262975 | -299963 | -321810 | -193691 | -580043 |
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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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