Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391928.3979 | 232239.1366 | 159689.2612 | 342615.0613 | 793627.9822 | -451012.9209 |
Total P&L (%) | 391.9284 | 232.2391 | 159.6893 | 342.6151 | 793.628 | -451.0129 |
Avg Daily Profit (%) | 0.2322 | 0.1376 | 0.0946 | 0.0882 | 0.1299 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148412 | -104253 | -111932 | -2598926 | -560875 | -2132302 |
Profit Factor | 1.3206 | 1.3778 | 1.2627 | 1.0516 | 1.2876 | 0.8837 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 172 | 77 | 95 | 172 | 77 | 95 |
Losing Trades | 184 | 101 | 83 | 184 | 101 | 83 |
Profitability (%) | 48.3146 | 43.2584 | 53.3708 | 48.3146 | 43.2584 | 53.3708 |
Ratio Avg Win / Avg Loss | 1.4127 | 1.8072 | 1.1032 | 1.125 | 1.6889 | 0.7721 |
Largest Winning Trade | 62296 | 62296 | 49499 | 484016 | 418285 | 484016 |
Largest Losing Trade | -51772 | -29460 | -51772 | -1549397 | -425210 | -1549397 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4998 | 2354 | 2644 | 4998 | 2354 | 2644 |
Profit Streak | 3.8502 | 0 | 16.8502 | 3.8502 | 0 | 16.8502 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332312 | -9624 | -64629 | -237866 | -20096 | -578618 |
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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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