Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464585.2522 | 246883.1196 | 217702.1326 | 688854.905 | 53899.5307 | 634955.3744 |
Total P&L (%) | 464.5853 | 246.8831 | 217.7021 | 688.8549 | 53.8995 | 634.9554 |
Avg Daily Profit (%) | 0.2575 | 0.1368 | 0.1206 | 0.1145 | 0.0239 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128200 | -120751 | -63980 | -2532063 | -2247914 | -1359554 |
Profit Factor | 1.4071 | 1.4234 | 1.3902 | 1.0582 | 1.0091 | 1.1078 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 182 | 95 | 87 | 182 | 95 | 87 |
Profitability (%) | 42.0382 | 39.4904 | 44.586 | 42.0382 | 39.4904 | 44.586 |
Ratio Avg Win / Avg Loss | 1.9401 | 2.181 | 1.7278 | 1.459 | 1.5461 | 1.3769 |
Largest Winning Trade | 96770 | 96770 | 43197 | 512525 | 471309 | 512525 |
Largest Losing Trade | -35628 | -26156 | -35628 | -532689 | -404194 | -532689 |
Avg Bars in Trades | 68 | 71 | 65 | 68 | 71 | 65 |
Avg Bars in Winners | 96 | 101 | 91 | 96 | 101 | 91 |
Avg Bars in Losers | 47 | 51 | 43 | 47 | 51 | 43 |
Bars Traded | 21359 | 11153 | 10206 | 21359 | 11153 | 10206 |
Profit Streak | 27.6026 | 29.5193 | 0 | 27.6026 | 29.5193 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325743 | -11717 | -32039 | -197141 | -374755 | -148700 |
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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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