Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361765.9537 | 202924.0321 | 158841.9216 | 124052.4449 | -480499.655 | 604552.0999 |
Total P&L (%) | 361.766 | 202.924 | 158.8419 | 124.0524 | -480.4997 | 604.5521 |
Avg Daily Profit (%) | 0.1989 | 0.1116 | 0.0874 | 0.0444 | 0 | 0.1074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173566 | -177864 | -90214 | -1298536 | -1505562 | -719350 |
Profit Factor | 1.3358 | 1.3282 | 1.346 | 1.0203 | 0.8717 | 1.2547 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 131 | 60 | 71 | 131 | 60 | 71 |
Losing Trades | 136 | 73 | 63 | 136 | 73 | 63 |
Profitability (%) | 49.0637 | 45.1128 | 52.9851 | 49.0637 | 45.1128 | 52.9851 |
Ratio Avg Win / Avg Loss | 1.3868 | 1.616 | 1.1943 | 1.0592 | 1.0605 | 1.1133 |
Largest Winning Trade | 88386 | 88386 | 56926 | 342948 | 342948 | 322218 |
Largest Losing Trade | -43271 | -43271 | -35023 | -343269 | -343269 | -219717 |
Avg Bars in Trades | 80 | 89 | 71 | 80 | 89 | 71 |
Avg Bars in Winners | 97 | 113 | 83 | 97 | 113 | 83 |
Avg Bars in Losers | 64 | 70 | 57 | 64 | 70 | 57 |
Bars Traded | 21502 | 11949 | 9553 | 21502 | 11949 | 9553 |
Profit Streak | 39.6945 | 39.6945 | 45.6111 | 39.6945 | 39.6945 | 45.6111 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373509 | -44201 | -74364 | -329404 | -580665 | -47742 |
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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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