Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257832.257 | 151368.2274 | 106464.0296 | 222165.1351 | 66713.585 | 155451.55 |
Total P&L (%) | 257.8323 | 151.3682 | 106.464 | 222.1651 | 66.7136 | 155.4516 |
Avg Daily Profit (%) | 0.2475 | 0.1453 | 0.1022 | 0.1124 | 0.0491 | 0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95203 | -67721 | -79395 | -585346 | -379388 | -274752 |
Profit Factor | 1.4375 | 1.5162 | 1.3595 | 1.13 | 1.0729 | 1.1958 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 79.8013 | 79.4702 | 80.1325 | 79.8013 | 79.4702 | 80.1325 |
Ratio Avg Win / Avg Loss | 0.3638 | 0.3917 | 0.3371 | 0.286 | 0.2772 | 0.2965 |
Largest Winning Trade | 29716 | 29716 | 16642 | 89507 | 89507 | 55553 |
Largest Losing Trade | -63469 | -45405 | -63469 | -360204 | -360204 | -238064 |
Avg Bars in Trades | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 231 | 239 | 223 | 231 | 239 | 223 |
Bars Traded | 24223 | 12587 | 11636 | 24223 | 12587 | 11636 |
Profit Streak | 7.1288 | 7.1288 | 20.8788 | 7.1288 | 7.1288 | 20.8788 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516447 | 222013 | -51778 | -115072 | -264070 | -73518 |
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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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