Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414636.1714 | 350383.9668 | 64252.2046 | -5267.1351 | 84735.7631 | -90002.8982 |
Total P&L (%) | 414.6362 | 350.384 | 64.2522 | -5.2671 | 84.7358 | -90.0029 |
Avg Daily Profit (%) | 0.2227 | 0.1882 | 0.0345 | -0.0029 | 0.033 | -0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201254 | -153317 | -157027 | -186545 | -87353 | -201530 |
Profit Factor | 1.2462 | 1.4826 | 1.067 | 0.9953 | 1.1782 | 0.862 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 137 | 65 | 72 | 137 | 65 | 72 |
Losing Trades | 180 | 93 | 87 | 180 | 93 | 87 |
Profitability (%) | 43.2177 | 41.1392 | 45.283 | 43.2177 | 41.1392 | 45.283 |
Ratio Avg Win / Avg Loss | 1.6373 | 2.1213 | 1.2893 | 1.3077 | 1.6858 | 1.0416 |
Largest Winning Trade | 96020 | 96020 | 46707 | 57342 | 57342 | 39899 |
Largest Losing Trade | -42997 | -20193 | -42997 | -45787 | -33029 | -45787 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 3708 | 1780 | 1928 | 3708 | 1780 | 1928 |
Profit Streak | 11.1754 | 0 | 13.6754 | 11.1754 | 0 | 13.6754 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310204 | 249662 | -294638 | -579175 | -175109 | -579790 |
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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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