Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296195.5073 | 91524.8096 | 204670.6977 | 123389.1162 | 147397.8517 | -24008.7354 |
Total P&L (%) | 296.1955 | 91.5248 | 204.6707 | 123.3891 | 147.3979 | -24.0087 |
Avg Daily Profit (%) | 0.1999 | 0.0618 | 0.1381 | 0.0543 | 0.0612 | -0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120598 | -102780 | -89942 | -359440 | -264922 | -390520 |
Profit Factor | 1.2654 | 1.1932 | 1.3186 | 1.0454 | 1.1418 | 0.9857 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 162 | 75 | 87 | 162 | 75 | 87 |
Losing Trades | 151 | 81 | 70 | 151 | 81 | 70 |
Profitability (%) | 51.7572 | 48.0769 | 55.414 | 51.7572 | 48.0769 | 55.414 |
Ratio Avg Win / Avg Loss | 1.1795 | 1.2887 | 1.0609 | 0.9745 | 1.2331 | 0.7931 |
Largest Winning Trade | 79415 | 79415 | 50612 | 140742 | 140742 | 74042 |
Largest Losing Trade | -40516 | -35114 | -40516 | -142415 | -81613 | -142415 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 5670 | 2499 | 3171 | 5670 | 2499 | 3171 |
Profit Streak | 4.7306 | 0 | 38.2306 | 4.7306 | 0 | 38.2306 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363546 | -118638 | -5684 | -290068 | -176028 | -578024 |
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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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