Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321582.2877 | 226386.8468 | 95195.4409 | -30603.8039 | 11510.2735 | -42114.0774 |
Total P&L (%) | 321.5823 | 226.3868 | 95.1954 | -30.6038 | 11.5103 | -42.1141 |
Avg Daily Profit (%) | 0.168 | 0.1183 | 0.0497 | -0.0191 | 0.0057 | -0.0286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104004 | -88108 | -140124 | -133015 | -71620 | -98863 |
Profit Factor | 1.2315 | 1.321 | 1.1392 | 0.9628 | 1.0289 | 0.9009 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 204 | 97 | 107 | 204 | 97 | 107 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 61.6314 | 58.4337 | 64.8485 | 61.6314 | 58.4337 | 64.8485 |
Ratio Avg Win / Avg Loss | 0.7667 | 0.9397 | 0.6175 | 0.5994 | 0.7319 | 0.4883 |
Largest Winning Trade | 46244 | 46244 | 23106 | 30348 | 17971 | 30348 |
Largest Losing Trade | -72850 | -38903 | -72850 | -80940 | -27661 | -80940 |
Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Winners | 44 | 44 | 43 | 44 | 44 | 43 |
Avg Bars in Losers | 107 | 106 | 107 | 107 | 106 | 107 |
Bars Traded | 22657 | 11710 | 10946 | 22657 | 11710 | 10946 |
Profit Streak | 27.3523 | 27.3523 | 47.8523 | 27.3523 | 27.3523 | 47.8523 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363121 | -34155 | -191849 | -576037 | -491966 | -577056 |
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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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