Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402534.6432 | 329418.6439 | 73115.9993 | 134242.9353 | 314348.558 | -180105.6228 |
Total P&L (%) | 402.5346 | 329.4186 | 73.116 | 134.2429 | 314.3486 | -180.1056 |
Avg Daily Profit (%) | 0.1824 | 0.1493 | 0.0331 | 0.0386 | 0.0644 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176435 | -146294 | -136332 | -795332 | -322283 | -566373 |
Profit Factor | 1.3273 | 1.5037 | 1.127 | 1.0458 | 1.2184 | 0.8793 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 162 | 74 | 88 | 162 | 74 | 88 |
Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Profitability (%) | 51.1041 | 46.8354 | 55.3459 | 51.1041 | 46.8354 | 55.3459 |
Ratio Avg Win / Avg Loss | 1.2699 | 1.7069 | 0.9093 | 1.0006 | 1.383 | 0.7095 |
Largest Winning Trade | 128051 | 128051 | 35228 | 283333 | 283333 | 185130 |
Largest Losing Trade | -47332 | -26864 | -47332 | -171055 | -152171 | -171055 |
Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Winners | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Losers | 26 | 28 | 22 | 26 | 28 | 22 |
Bars Traded | 8585 | 4817 | 3768 | 8585 | 4817 | 3768 |
Profit Streak | 13.9652 | 0 | 89.2152 | 13.9652 | 0 | 89.2152 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374295 | 278460 | -228413 | -308848 | -108251 | -578039 |
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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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