Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360274.257 | 263989.9391 | 96284.3179 | 328019.0303 | 319642.8135 | 8376.2168 |
Total P&L (%) | 360.2743 | 263.9899 | 96.2843 | 328.019 | 319.6428 | 8.3762 |
Avg Daily Profit (%) | 0.3459 | 0.2534 | 0.0924 | 0.1397 | 0.1378 | 0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92850 | -69794 | -73934 | -799097 | -637569 | -507149 |
Profit Factor | 1.4449 | 1.6655 | 1.2331 | 1.0775 | 1.1588 | 1.0038 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 169 | 86 | 83 | 169 | 86 | 83 |
Profitability (%) | 42.517 | 41.4966 | 43.5374 | 42.517 | 41.4966 | 43.5374 |
Ratio Avg Win / Avg Loss | 1.9535 | 2.348 | 1.5992 | 1.4568 | 1.6337 | 1.3018 |
Largest Winning Trade | 192622 | 192622 | 39836 | 333251 | 259085 | 333251 |
Largest Losing Trade | -30953 | -17284 | -30953 | -171139 | -127590 | -171139 |
Avg Bars in Trades | 83 | 82 | 85 | 83 | 82 | 85 |
Avg Bars in Winners | 118 | 122 | 114 | 118 | 122 | 114 |
Avg Bars in Losers | 58 | 54 | 62 | 58 | 54 | 62 |
Bars Traded | 24684 | 12181 | 12503 | 24684 | 12181 | 12503 |
Profit Streak | 14.5965 | 0 | 15.6382 | 14.5965 | 0 | 15.6382 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365984 | 279379 | -70873 | -142588 | -57344 | -566756 |
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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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