Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199321.9201 | 91121.6926 | 108200.2275 | 167141.528 | -36411.1036 | 203552.6317 |
Total P&L (%) | 199.3219 | 91.1217 | 108.2002 | 167.1415 | -36.4111 | 203.5526 |
Avg Daily Profit (%) | 0.1913 | 0.0875 | 0.1039 | 0.0944 | -0.0435 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58400 | -55976 | -53018 | -162613 | -169893 | -102323 |
Profit Factor | 1.2886 | 1.2634 | 1.3139 | 1.1383 | 0.9433 | 1.3593 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 143 | 66 | 77 | 143 | 66 | 77 |
Losing Trades | 196 | 104 | 92 | 196 | 104 | 92 |
Profitability (%) | 42.1829 | 38.8235 | 45.5621 | 42.1829 | 38.8235 | 45.5621 |
Ratio Avg Win / Avg Loss | 1.7662 | 1.9909 | 1.5699 | 1.5602 | 1.4864 | 1.6242 |
Largest Winning Trade | 65004 | 65004 | 31121 | 72804 | 72804 | 56714 |
Largest Losing Trade | -25466 | -13696 | -25466 | -39130 | -39130 | -31046 |
Avg Bars in Trades | 72 | 64 | 81 | 72 | 64 | 81 |
Avg Bars in Winners | 111 | 99 | 121 | 111 | 99 | 121 |
Avg Bars in Losers | 44 | 41 | 48 | 44 | 41 | 48 |
Bars Traded | 24714 | 10887 | 13827 | 24714 | 10887 | 13827 |
Profit Streak | 22.99 | 22.99 | 23.8233 | 22.99 | 22.99 | 23.8233 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320863 | -78172 | -53394 | -133994 | -582084 | -49408 |
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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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