Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323757.7377 | 271979.0236 | 51778.7141 | 201635.102 | 874418.7439 | -672783.6419 |
Total P&L (%) | 323.7577 | 271.979 | 51.7787 | 201.6351 | 874.4187 | -672.7836 |
Avg Daily Profit (%) | 0.1727 | 0.1451 | 0.0276 | 0.0589 | 0.1215 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157618 | -139906 | -94798 | -2260931 | -1404273 | -1142046 |
Profit Factor | 1.2693 | 1.4649 | 1.0839 | 1.0214 | 1.2077 | 0.8704 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 154 | 76 | 78 | 154 | 76 | 78 |
Losing Trades | 173 | 88 | 85 | 173 | 88 | 85 |
Profitability (%) | 47.0948 | 46.3415 | 47.8528 | 47.0948 | 46.3415 | 47.8528 |
Ratio Avg Win / Avg Loss | 1.4259 | 1.6961 | 1.1812 | 1.1475 | 1.3984 | 0.9485 |
Largest Winning Trade | 85263 | 85263 | 51010 | 593251 | 593251 | 253100 |
Largest Losing Trade | -29192 | -27018 | -29192 | -483030 | -276048 | -483030 |
Avg Bars in Trades | 67 | 69 | 66 | 67 | 69 | 66 |
Avg Bars in Winners | 85 | 91 | 79 | 85 | 91 | 79 |
Avg Bars in Losers | 52 | 51 | 54 | 52 | 51 | 54 |
Bars Traded | 22228 | 11420 | 10808 | 22228 | 11420 | 10808 |
Profit Streak | 15.0717 | 15.0717 | 17.4884 | 15.0717 | 15.0717 | 17.4884 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321712 | 82370 | -285382 | -309547 | -31393 | -580746 |
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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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