Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333984.4077 | 218731.111 | 115253.2966 | -7409.4482 | 65171.7839 | -72581.2321 |
Total P&L (%) | 333.9844 | 218.7311 | 115.2533 | -7.4094 | 65.1718 | -72.5812 |
Avg Daily Profit (%) | 0.199 | 0.1303 | 0.0687 | -0.0046 | 0.0299 | -0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115939 | -93335 | -112156 | -94681 | -49153 | -102404 |
Profit Factor | 1.3063 | 1.4379 | 1.195 | 0.9886 | 1.2486 | 0.8135 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 171 | 80 | 91 | 171 | 80 | 91 |
Losing Trades | 124 | 68 | 56 | 124 | 68 | 56 |
Profitability (%) | 57.9661 | 54.0541 | 61.9048 | 57.9661 | 54.0541 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.9472 | 1.2222 | 0.7354 | 0.7169 | 1.0613 | 0.5006 |
Largest Winning Trade | 97300 | 97300 | 39062 | 83714 | 83714 | 21267 |
Largest Losing Trade | -81210 | -27610 | -81210 | -69343 | -40149 | -69343 |
Avg Bars in Trades | 67 | 53 | 80 | 67 | 53 | 80 |
Avg Bars in Winners | 62 | 47 | 75 | 62 | 47 | 75 |
Avg Bars in Losers | 73 | 60 | 88 | 73 | 60 | 88 |
Bars Traded | 19792 | 7914 | 11878 | 19792 | 7914 | 11878 |
Profit Streak | 13.1513 | 36.9847 | 0 | 13.1513 | 36.9847 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333022 | -17177 | -107500 | -577595 | -152572 | -579399 |
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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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