Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405882.0745 | 277985.535 | 127896.5395 | 718152.4856 | 323609.4955 | 394542.9901 |
Total P&L (%) | 405.8821 | 277.9855 | 127.8965 | 718.1525 | 323.6095 | 394.543 |
Avg Daily Profit (%) | 0.3896 | 0.2669 | 0.1228 | 0.202 | 0.1387 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96252 | -79155 | -61570 | -888477 | -506121 | -557698 |
Profit Factor | 1.4177 | 1.5742 | 1.2623 | 1.1604 | 1.1414 | 1.1804 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 136 | 59 | 77 | 136 | 59 | 77 |
Losing Trades | 182 | 100 | 82 | 182 | 100 | 82 |
Profitability (%) | 42.7673 | 37.1069 | 48.4277 | 42.7673 | 37.1069 | 48.4277 |
Ratio Avg Win / Avg Loss | 1.8972 | 2.6681 | 1.3442 | 1.5529 | 1.9346 | 1.257 |
Largest Winning Trade | 126874 | 126874 | 29734 | 369695 | 369695 | 177309 |
Largest Losing Trade | -32362 | -19889 | -32362 | -154709 | -113664 | -154709 |
Avg Bars in Trades | 77 | 84 | 70 | 77 | 84 | 70 |
Avg Bars in Winners | 109 | 127 | 96 | 109 | 127 | 96 |
Avg Bars in Losers | 53 | 59 | 46 | 53 | 59 | 46 |
Bars Traded | 24757 | 13488 | 11269 | 24757 | 13488 | 11269 |
Profit Streak | 9.2676 | 10.476 | 0 | 9.2676 | 10.476 | 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 | 384225 | 251245 | -29580 | -35358 | -75866 | -15217 |
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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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