Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337237.2205 | 205680.1761 | 131557.0444 | -79795.5686 | 14709.5463 | -94505.1149 |
Total P&L (%) | 337.2372 | 205.6802 | 131.557 | -79.7956 | 14.7095 | -94.5051 |
Avg Daily Profit (%) | 0.1772 | 0.1081 | 0.0691 | -0.084 | 0.0072 | -0.1523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161041 | -70287 | -180392 | -176435 | -41557 | -189098 |
Profit Factor | 1.2731 | 1.3938 | 1.1846 | 0.8561 | 1.0779 | 0.7415 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 234 | 113 | 121 | 234 | 113 | 121 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 73.817 | 71.0692 | 76.5823 | 73.817 | 71.0692 | 76.5823 |
Ratio Avg Win / Avg Loss | 0.4516 | 0.5674 | 0.3622 | 0.3036 | 0.4388 | 0.2267 |
Largest Winning Trade | 29468 | 29468 | 28842 | 27686 | 24068 | 27686 |
Largest Losing Trade | -86310 | -40049 | -86310 | -96836 | -23063 | -96836 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Losers | 50 | 46 | 56 | 50 | 46 | 56 |
Bars Traded | 7448 | 3497 | 3951 | 7448 | 3497 | 3951 |
Profit Streak | 47.5342 | 47.5342 | 64.0342 | 47.5342 | 47.5342 | 64.0342 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447268 | -44864 | -114192 | -574032 | -334060 | -575229 |
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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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