Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218028.377 | 182892.4513 | 35135.9256 | 85306.4637 | 165274.7764 | -79968.3128 |
Total P&L (%) | 218.0284 | 182.8925 | 35.1359 | 85.3065 | 165.2748 | -79.9683 |
Avg Daily Profit (%) | 0.2019 | 0.1694 | 0.0325 | 0.0571 | 0.0904 | -0.1488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131272 | -85177 | -67556 | -247262 | -124266 | -199317 |
Profit Factor | 1.2574 | 1.4412 | 1.0813 | 1.0578 | 1.232 | 0.8952 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 48.9083 | 47.3684 | 50.4348 | 48.9083 | 47.3684 | 50.4348 |
Ratio Avg Win / Avg Loss | 1.3136 | 1.6013 | 1.0626 | 1.1051 | 1.3689 | 0.8797 |
Largest Winning Trade | 86087 | 86087 | 25175 | 146192 | 146192 | 33430 |
Largest Losing Trade | -33909 | -33909 | -31159 | -98467 | -65353 | -98467 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3132 | 1557 | 1575 | 3132 | 1557 | 1575 |
Profit Streak | 8.0867 | 0 | 12.4201 | 8.0867 | 0 | 12.4201 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330736 | 303140 | -282505 | -271800 | -73600 | -580075 |
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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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