Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177964.6393 | 113379.0995 | 64585.5398 | 79243.5721 | -82977.7784 | 162221.3504 |
Total P&L (%) | 177.9646 | 113.3791 | 64.5855 | 79.2436 | -82.9778 | 162.2214 |
Avg Daily Profit (%) | 0.1708 | 0.1088 | 0.062 | 0.056 | -0.1698 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110206 | -78346 | -67820 | -471598 | -409488 | -139000 |
Profit Factor | 1.2878 | 1.3468 | 1.2216 | 1.0529 | 0.911 | 1.2865 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 230 | 116 | 114 | 230 | 116 | 114 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 74.4337 | 75.3247 | 73.5484 | 74.4337 | 75.3247 | 73.5484 |
Ratio Avg Win / Avg Loss | 0.4423 | 0.4412 | 0.4394 | 0.3616 | 0.2984 | 0.4627 |
Largest Winning Trade | 32614 | 32614 | 17732 | 42430 | 31472 | 42430 |
Largest Losing Trade | -53174 | -50190 | -53174 | -304363 | -304363 | -90580 |
Avg Bars in Trades | 78 | 99 | 57 | 78 | 99 | 57 |
Avg Bars in Winners | 38 | 45 | 32 | 38 | 45 | 32 |
Avg Bars in Losers | 192 | 262 | 127 | 192 | 262 | 127 |
Bars Traded | 24138 | 15271 | 8867 | 24138 | 15271 | 8867 |
Profit Streak | 8.1202 | 8.1202 | 13.2035 | 8.1202 | 8.1202 | 13.2035 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433966 | -44769 | -108170 | -275780 | -576569 | -66632 |
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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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