Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225053.2791 | 98540.1942 | 126513.0849 | 117296.0969 | -110627.3969 | 227923.4938 |
Total P&L (%) | 225.0533 | 98.5402 | 126.5131 | 117.2961 | -110.6274 | 227.9235 |
Avg Daily Profit (%) | 0.2006 | 0.0878 | 0.1128 | 0.0692 | 0 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133050 | -99556 | -63258 | -615747 | -439241 | -279563 |
Profit Factor | 1.2666 | 1.2179 | 1.3228 | 1.0448 | 0.9208 | 1.1866 |
Total Trades | 433 | 216 | 217 | 433 | 216 | 217 |
Winning Trades | 204 | 91 | 113 | 204 | 91 | 113 |
Losing Trades | 229 | 125 | 104 | 229 | 125 | 104 |
Profitability (%) | 47.1132 | 42.1296 | 52.0737 | 47.1132 | 42.1296 | 52.0737 |
Ratio Avg Win / Avg Loss | 1.4218 | 1.6729 | 1.2175 | 1.1728 | 1.2648 | 1.0921 |
Largest Winning Trade | 161590 | 161590 | 27402 | 117605 | 117605 | 99510 |
Largest Losing Trade | -17080 | -15487 | -17080 | -110586 | -110106 | -110586 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 42 | 34 | 48 | 42 | 34 | 48 |
Avg Bars in Losers | 20 | 18 | 24 | 20 | 18 | 24 |
Bars Traded | 13366 | 5395 | 7971 | 13366 | 5395 | 7971 |
Profit Streak | 0 | 14.9084 | 0 | 0 | 14.9084 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311270 | -76624 | -41380 | -270651 | -580731 | -66043 |
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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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