Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341431.5324 | 193010.9424 | 148420.59 | 362639.7326 | 91702.2472 | 270937.4854 |
Total P&L (%) | 341.4315 | 193.0109 | 148.4206 | 362.6397 | 91.7022 | 270.9375 |
Avg Daily Profit (%) | 0.3278 | 0.1853 | 0.1425 | 0.1472 | 0.0625 | 0.1259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77141 | -66620 | -81244 | -213664 | -271956 | -106983 |
Profit Factor | 1.3929 | 1.451 | 1.3366 | 1.2061 | 1.0948 | 1.3418 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 262 | 132 | 130 | 262 | 132 | 130 |
Losing Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Profitability (%) | 68.7664 | 69.4737 | 68.0628 | 68.7664 | 69.4737 | 68.0628 |
Ratio Avg Win / Avg Loss | 0.6327 | 0.6375 | 0.6272 | 0.5478 | 0.4811 | 0.6296 |
Largest Winning Trade | 31737 | 31737 | 27476 | 83295 | 72424 | 83295 |
Largest Losing Trade | -74972 | -43687 | -74972 | -157029 | -157029 | -90827 |
Avg Bars in Trades | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Winners | 47 | 46 | 49 | 47 | 46 | 49 |
Avg Bars in Losers | 104 | 106 | 101 | 104 | 106 | 101 |
Bars Traded | 24870 | 12288 | 12582 | 24870 | 12288 | 12582 |
Profit Streak | 0 | 9.6701 | 0 | 0 | 9.6701 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436417 | 408377 | -1402 | 204193 | -222850 | -23451 |
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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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