Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301993.1274 | 251063.3789 | 50929.7485 | -10704.1367 | -72988.5652 | 62284.4285 |
Total P&L (%) | 301.9931 | 251.0634 | 50.9297 | -10.7041 | -72.9886 | 62.2844 |
Avg Daily Profit (%) | 0.2128 | 0.1769 | 0.0359 | -0.008 | -0.0922 | 0.0341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179680 | -75823 | -173370 | -325219 | -226862 | -180460 |
Profit Factor | 1.211 | 1.3513 | 1.0711 | 0.9928 | 0.9129 | 1.0968 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 208 | 98 | 110 | 208 | 98 | 110 |
Losing Trades | 185 | 99 | 86 | 185 | 99 | 86 |
Profitability (%) | 52.9262 | 49.7462 | 56.1224 | 52.9262 | 49.7462 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.0771 | 1.3651 | 0.8374 | 0.883 | 0.9222 | 0.8575 |
Largest Winning Trade | 95740 | 95740 | 29545 | 73323 | 71830 | 73323 |
Largest Losing Trade | -65395 | -53058 | -65395 | -179083 | -179083 | -45586 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 8457 | 4234 | 4223 | 8457 | 4234 | 4223 |
Profit Streak | 0 | 0 | 19.9815 | 0 | 0 | 19.9815 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359342 | 305129 | -287633 | -578066 | -580123 | -260953 |
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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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