Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360902.0958 | 309952.2588 | 50949.837 | 84752.8983 | 227856.2803 | -143103.382 |
Total P&L (%) | 360.9021 | 309.9523 | 50.9498 | 84.7529 | 227.8563 | -143.1034 |
Avg Daily Profit (%) | 0.1934 | 0.1661 | 0.0273 | 0.0329 | 0.0637 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148308 | -134888 | -100862 | -715754 | -582473 | -608958 |
Profit Factor | 1.2809 | 1.3924 | 1.1029 | 1.0214 | 1.0969 | 0.9115 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 177 | 76 | 101 | 177 | 76 | 101 |
Losing Trades | 220 | 122 | 98 | 220 | 122 | 98 |
Profitability (%) | 44.5844 | 38.3838 | 50.7538 | 44.5844 | 38.3838 | 50.7538 |
Ratio Avg Win / Avg Loss | 1.592 | 2.2352 | 1.0701 | 1.2695 | 1.7608 | 0.8844 |
Largest Winning Trade | 141268 | 141268 | 43060 | 363859 | 363859 | 114128 |
Largest Losing Trade | -37337 | -37337 | -28932 | -211177 | -168610 | -211177 |
Avg Bars in Trades | 13 | 20 | 7 | 13 | 20 | 7 |
Avg Bars in Winners | 16 | 27 | 7 | 16 | 27 | 7 |
Avg Bars in Losers | 12 | 17 | 6 | 12 | 17 | 6 |
Bars Traded | 5548 | 4131 | 1417 | 5548 | 4131 | 1417 |
Profit Streak | 5.7117 | 0 | 9.7117 | 5.7117 | 0 | 9.7117 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345328 | 191982 | -263470 | -345016 | -224510 | -579251 |
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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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