Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405383.8327 | 296087.1776 | 109296.6551 | 289442.1936 | -23547.1216 | 312989.3152 |
Total P&L (%) | 405.3838 | 296.0872 | 109.2967 | 289.4422 | -23.5471 | 312.9893 |
Avg Daily Profit (%) | 0.1704 | 0.1245 | 0.046 | 0.0572 | -0.0113 | 0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235088 | -188550 | -71770 | -1199698 | -935861 | -368043 |
Profit Factor | 1.3694 | 1.4741 | 1.2311 | 1.0806 | 0.9894 | 1.2276 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 135 | 61 | 74 | 135 | 61 | 74 |
Losing Trades | 164 | 88 | 76 | 164 | 88 | 76 |
Profitability (%) | 45.1505 | 40.9396 | 49.3333 | 45.1505 | 40.9396 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.6635 | 2.1266 | 1.2643 | 1.3127 | 1.4273 | 1.2608 |
Largest Winning Trade | 137120 | 137120 | 31513 | 401363 | 401363 | 216780 |
Largest Losing Trade | -46767 | -46767 | -21085 | -237146 | -237146 | -166185 |
Avg Bars in Trades | 15 | 24 | 7 | 15 | 24 | 7 |
Avg Bars in Winners | 19 | 33 | 7 | 19 | 33 | 7 |
Avg Bars in Losers | 12 | 18 | 6 | 12 | 18 | 6 |
Bars Traded | 4692 | 3619 | 1073 | 4692 | 3619 | 1073 |
Profit Streak | 0 | 217.2273 | 0 | 0 | 217.2273 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321941 | -26614 | -131625 | -248517 | -581158 | -113387 |
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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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