Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325169.5792 | 268207.6191 | 56961.9601 | 218022.3171 | 388536.4642 | -170514.1471 |
Total P&L (%) | 325.1696 | 268.2076 | 56.962 | 218.0223 | 388.5365 | -170.5141 |
Avg Daily Profit (%) | 0.1739 | 0.1434 | 0.0305 | 0.0619 | 0.0848 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99690 | -78376 | -130754 | -635226 | -473031 | -487940 |
Profit Factor | 1.2421 | 1.4129 | 1.0821 | 1.0477 | 1.1752 | 0.9276 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 181 | 84 | 97 | 181 | 84 | 97 |
Losing Trades | 233 | 123 | 110 | 233 | 123 | 110 |
Profitability (%) | 43.7198 | 40.5797 | 46.8599 | 43.7198 | 40.5797 | 46.8599 |
Ratio Avg Win / Avg Loss | 1.5989 | 2.0689 | 1.2271 | 1.3487 | 1.7208 | 1.052 |
Largest Winning Trade | 81296 | 81296 | 48443 | 227560 | 227560 | 140388 |
Largest Losing Trade | -26406 | -16646 | -26406 | -126702 | -116256 | -126702 |
Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 11063 | 5628 | 5435 | 11063 | 5628 | 5435 |
Profit Streak | 10.665 | 0 | 13.665 | 10.665 | 0 | 13.665 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319910 | -2577 | -283083 | -277751 | -109216 | -578926 |
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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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