Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262953.0503 | 74441.0772 | 188511.973 | -145929.7385 | -48518.0936 | -97411.645 |
Total P&L (%) | 262.9531 | 74.4411 | 188.512 | -145.9297 | -48.5181 | -97.4116 |
Avg Daily Profit (%) | 0.1575 | 0.0446 | 0.1129 | 0 | -0.0398 | -0.2187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115972 | -86800 | -113836 | -161564 | -47989 | -143073 |
Profit Factor | 1.265 | 1.148 | 1.3854 | 0.6928 | 0.7616 | 0.6412 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 155 | 66 | 89 | 105 | 63 | 42 |
Losing Trades | 105 | 64 | 41 | 155 | 67 | 88 |
Profitability (%) | 59.6154 | 50.7692 | 68.4615 | 40.3846 | 48.4615 | 32.3077 |
Ratio Avg Win / Avg Loss | 0.8569 | 1.1132 | 0.6382 | 1.0227 | 0.81 | 1.3435 |
Largest Winning Trade | 37899 | 37545 | 37899 | 40083 | 16344 | 40083 |
Largest Losing Trade | -113836 | -42315 | -113836 | -74432 | -32083 | -74432 |
Avg Bars in Trades | 37 | 45 | 29 | 37 | 45 | 29 |
Avg Bars in Winners | 28 | 29 | 27 | 48 | 56 | 35 |
Avg Bars in Losers | 51 | 61 | 36 | 30 | 34 | 27 |
Bars Traded | 9824 | 5925 | 3899 | 9824 | 5925 | 3899 |
Profit Streak | 19.7585 | 19.7585 | 21.4251 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343384 | -190675 | -39770 | -581490 | -581585 | -585923 |
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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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