Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314062.1957 | 55063.5553 | 258998.6404 | 291403.4899 | -98175.4011 | 389578.891 |
Total P&L (%) | 314.0622 | 55.0636 | 258.9986 | 291.4035 | -98.1754 | 389.5789 |
Avg Daily Profit (%) | 0.1953 | 0.0342 | 0.1611 | 0.0849 | -0.2487 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98940 | -83304 | -74825 | -822134 | -569421 | -400782 |
Profit Factor | 1.2891 | 1.0925 | 1.5275 | 1.0639 | 0.9603 | 1.1869 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 144 | 64 | 80 | 144 | 64 | 80 |
Losing Trades | 209 | 112 | 97 | 209 | 112 | 97 |
Profitability (%) | 40.7932 | 36.3636 | 45.1977 | 40.7932 | 36.3636 | 45.1977 |
Ratio Avg Win / Avg Loss | 1.8709 | 1.9118 | 1.8521 | 1.5441 | 1.6806 | 1.4391 |
Largest Winning Trade | 70200 | 70200 | 43448 | 202212 | 202212 | 156291 |
Largest Losing Trade | -22180 | -17670 | -22180 | -142364 | -142364 | -109844 |
Avg Bars in Trades | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Winners | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 9584 | 4389 | 5195 | 9584 | 4389 | 5195 |
Profit Streak | 13.1531 | 0 | 15.8198 | 13.1531 | 0 | 15.8198 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282926 | -270493 | 332450 | -229568 | -582659 | -76584 |
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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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