Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344041.1234 | 245271.1622 | 98769.9612 | 138763.1702 | 151230.6145 | -12467.4443 |
Total P&L (%) | 344.0411 | 245.2712 | 98.77 | 138.7632 | 151.2306 | -12.4674 |
Avg Daily Profit (%) | 0.3338 | 0.238 | 0.0958 | 0.0845 | 0.0894 | -0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119330 | -69823 | -109607 | -169936 | -118952 | -125038 |
Profit Factor | 1.3442 | 1.4975 | 1.195 | 1.1643 | 1.3734 | 0.9716 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 163 | 74 | 89 | 163 | 74 | 89 |
Losing Trades | 169 | 92 | 77 | 169 | 92 | 77 |
Profitability (%) | 49.0964 | 44.5783 | 53.6145 | 49.0964 | 44.5783 | 53.6145 |
Ratio Avg Win / Avg Loss | 1.3937 | 1.8618 | 1.0339 | 1.2072 | 1.7075 | 0.8406 |
Largest Winning Trade | 190942 | 190942 | 32192 | 170991 | 170991 | 51588 |
Largest Losing Trade | -47657 | -18835 | -47657 | -78332 | -31932 | -78332 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 12009 | 5852 | 6156 | 12009 | 5852 | 6156 |
Profit Streak | 17.8648 | 0 | 19.2815 | 17.8648 | 0 | 19.2815 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398470 | 307919 | -69243 | -118021 | -73741 | -578930 |
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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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