Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367005.6956 | 166997.9276 | 200007.7679 | -25532.6226 | -108087.2609 | 82554.6383 |
Total P&L (%) | 367.0057 | 166.9979 | 200.0078 | -25.5326 | -108.0873 | 82.5546 |
Avg Daily Profit (%) | 0.2211 | 0.1006 | 0.1205 | -0.0178 | 0 | 0.0363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164496 | -126327 | -105639 | -192550 | -157564 | -107259 |
Profit Factor | 1.2397 | 1.1924 | 1.3018 | 0.9806 | 0.8661 | 1.1619 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 140 | 64 | 76 | 140 | 64 | 76 |
Losing Trades | 162 | 87 | 75 | 162 | 87 | 75 |
Profitability (%) | 46.3576 | 42.3841 | 50.3311 | 46.3576 | 42.3841 | 50.3311 |
Ratio Avg Win / Avg Loss | 1.4345 | 1.6209 | 1.2846 | 1.1347 | 1.1773 | 1.1466 |
Largest Winning Trade | 123493 | 123493 | 42831 | 89727 | 89727 | 35390 |
Largest Losing Trade | -52535 | -52535 | -47111 | -94082 | -94082 | -41168 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 6618 | 3303 | 3315 | 6618 | 3303 | 3315 |
Profit Streak | 10.7068 | 0 | 16.2068 | 10.7068 | 0 | 16.2068 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309777 | -68939 | -30929 | -578023 | -581559 | -185784 |
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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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