Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238390.2336 | 117166.4805 | 121223.7531 | 298929.8084 | -181982.1256 | 480911.9341 |
Total P&L (%) | 238.3902 | 117.1665 | 121.2238 | 298.9298 | -181.9821 | 480.9119 |
Avg Daily Profit (%) | 0.2289 | 0.1125 | 0.1164 | 0.1329 | 0 | 0.169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109414 | -94769 | -55363 | -978969 | -918770 | -283565 |
Profit Factor | 1.3078 | 1.278 | 1.3435 | 1.0856 | 0.9099 | 1.3268 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 172 | 88 | 84 | 172 | 88 | 84 |
Profitability (%) | 45.2229 | 43.949 | 46.4968 | 45.2229 | 43.949 | 46.4968 |
Ratio Avg Win / Avg Loss | 1.5841 | 1.6299 | 1.546 | 1.315 | 1.1604 | 1.5268 |
Largest Winning Trade | 38255 | 38255 | 26766 | 179927 | 160580 | 179927 |
Largest Losing Trade | -18215 | -18215 | -16615 | -175372 | -175372 | -93883 |
Avg Bars in Trades | 78 | 85 | 71 | 78 | 85 | 71 |
Avg Bars in Winners | 105 | 113 | 98 | 105 | 113 | 98 |
Avg Bars in Losers | 55 | 62 | 47 | 55 | 62 | 47 |
Bars Traded | 24555 | 13362 | 11193 | 24555 | 13362 | 11193 |
Profit Streak | 4.4357 | 4.9774 | 0 | 4.4357 | 4.9774 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326933 | -43163 | -37275 | -141945 | -580501 | 274328 |
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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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