Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339634.8772 | 294202.2054 | 45432.6718 | 78303.5168 | -57604.1992 | 135907.716 |
Total P&L (%) | 339.6349 | 294.2022 | 45.4327 | 78.3035 | -57.6042 | 135.9077 |
Avg Daily Profit (%) | 0.163 | 0.1412 | 0.0218 | 0.0278 | -0.0412 | 0.0412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108975 | -91645 | -116388 | -477850 | -434945 | -136702 |
Profit Factor | 1.3683 | 1.4696 | 1.1537 | 1.034 | 0.9675 | 1.2554 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 279 | 145 | 134 | 279 | 145 | 134 |
Losing Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Profitability (%) | 78.5915 | 81.9209 | 75.2809 | 78.5915 | 81.9209 | 75.2809 |
Ratio Avg Win / Avg Loss | 0.3727 | 0.3243 | 0.3788 | 0.2817 | 0.2135 | 0.4122 |
Largest Winning Trade | 26279 | 26279 | 9383 | 95770 | 95770 | 30268 |
Largest Losing Trade | -74059 | -74059 | -67458 | -308614 | -308614 | -95756 |
Avg Bars in Trades | 69 | 124 | 13 | 69 | 124 | 13 |
Avg Bars in Winners | 26 | 44 | 6 | 26 | 44 | 6 |
Avg Bars in Losers | 225 | 487 | 36 | 225 | 487 | 36 |
Bars Traded | 24534 | 22075 | 2459 | 24534 | 22075 | 2459 |
Profit Streak | 44.2725 | 59.0225 | 44.2725 | 44.2725 | 59.0225 | 44.2725 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456819 | 38044 | -214137 | -334067 | -574657 | -135234 |
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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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