Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374113.6966 | 152598.4376 | 221515.259 | 26768.0312 | -1799.2841 | 28567.3153 |
Total P&L (%) | 374.1137 | 152.5984 | 221.5153 | 26.768 | -1.7993 | 28.5673 |
Avg Daily Profit (%) | 0.2252 | 0.0918 | 0.1333 | 0.0143 | -0.0011 | 0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127536 | -113407 | -123881 | -460101 | -317548 | -268136 |
Profit Factor | 1.2518 | 1.2248 | 1.2744 | 1.0098 | 0.9986 | 1.0192 |
Total Trades | 413 | 206 | 207 | 413 | 206 | 207 |
Winning Trades | 220 | 109 | 111 | 220 | 109 | 111 |
Losing Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Profitability (%) | 53.2688 | 52.9126 | 53.6232 | 53.2688 | 52.9126 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.0981 | 1.09 | 1.1022 | 0.8859 | 0.8886 | 0.8815 |
Largest Winning Trade | 62647 | 62647 | 56882 | 104386 | 104386 | 55813 |
Largest Losing Trade | -73720 | -31922 | -73720 | -152086 | -87485 | -152086 |
Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 3229 | 1650 | 1578 | 3229 | 1650 | 1578 |
Profit Streak | 9.0856 | 9.0856 | 12.0856 | 9.0856 | 9.0856 | 12.0856 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433237 | -68877 | -12754 | -384177 | -578932 | -374569 |
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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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