Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286769.5127 | 66058.7463 | 220710.7665 | 108525.5536 | -325790.0708 | 434315.6244 |
Total P&L (%) | 286.7695 | 66.0587 | 220.7108 | 108.5256 | -325.7901 | 434.3156 |
Avg Daily Profit (%) | 0.1929 | 0.0444 | 0.1485 | 0.0494 | 0 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126099 | -121283 | -62656 | -523767 | -571006 | -147121 |
Profit Factor | 1.209 | 1.0807 | 1.3988 | 1.0359 | 0.8336 | 1.406 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 262 | 128 | 134 | 262 | 128 | 134 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 66.6667 | 64.9746 | 68.3673 | 66.6667 | 64.9746 | 68.3673 |
Ratio Avg Win / Avg Loss | 0.6045 | 0.5826 | 0.6472 | 0.5179 | 0.4493 | 0.6505 |
Largest Winning Trade | 30416 | 30416 | 16043 | 85016 | 85016 | 78109 |
Largest Losing Trade | -39077 | -39077 | -32585 | -170691 | -170691 | -58827 |
Avg Bars in Trades | 44 | 49 | 40 | 44 | 49 | 40 |
Avg Bars in Winners | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Losers | 77 | 91 | 60 | 77 | 91 | 60 |
Bars Traded | 17543 | 9692 | 7851 | 17543 | 9692 | 7851 |
Profit Streak | 10.5528 | 10.5528 | 15.3028 | 10.5528 | 10.5528 | 15.3028 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403742 | -263749 | 306020 | -303845 | -577263 | -39021 |
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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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