Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309933.7971 | 212836.1873 | 97097.6098 | 591342.8731 | 374452.1669 | 216890.7062 |
Total P&L (%) | 309.9338 | 212.8362 | 97.0976 | 591.3429 | 374.4522 | 216.8907 |
Avg Daily Profit (%) | 0.2975 | 0.2043 | 0.0932 | 0.1858 | 0.1496 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85594 | -60710 | -78403 | -600807 | -434758 | -368470 |
Profit Factor | 1.4579 | 1.6241 | 1.2891 | 1.1852 | 1.233 | 1.1368 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Profitability (%) | 38.9513 | 36.8421 | 41.0448 | 38.9513 | 36.8421 | 41.0448 |
Ratio Avg Win / Avg Loss | 2.285 | 2.7841 | 1.8517 | 1.8576 | 2.1137 | 1.6329 |
Largest Winning Trade | 86273 | 86273 | 28411 | 177970 | 177970 | 176152 |
Largest Losing Trade | -18961 | -12935 | -18961 | -119136 | -82235 | -119136 |
Avg Bars in Trades | 92 | 84 | 101 | 92 | 84 | 101 |
Avg Bars in Winners | 154 | 145 | 162 | 154 | 145 | 162 |
Avg Bars in Losers | 53 | 48 | 58 | 53 | 48 | 58 |
Bars Traded | 24763 | 11199 | 13564 | 24763 | 11199 | 13564 |
Profit Streak | 7.6174 | 0 | 11.7007 | 7.6174 | 0 | 11.7007 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302132 | 194915 | -70446 | -9949 | 75724 | -117041 |
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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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