Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346745.9886 | 319782.1164 | 26963.8722 | -10706.08 | 77750.1127 | -88456.1928 |
Total P&L (%) | 346.746 | 319.7821 | 26.9639 | -10.7061 | 77.7501 | -88.4562 |
Avg Daily Profit (%) | 0.2162 | 0.1994 | 0.0168 | -0.0071 | 0.0359 | -0.1346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201257 | -192213 | -77568 | -222113 | -195236 | -162848 |
Profit Factor | 1.3121 | 1.5229 | 1.054 | 0.9909 | 1.1272 | 0.8443 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 104 | 44 | 60 | 104 | 44 | 60 |
Losing Trades | 137 | 76 | 61 | 137 | 76 | 61 |
Profitability (%) | 43.1535 | 36.6667 | 49.5868 | 43.1535 | 36.6667 | 49.5868 |
Ratio Avg Win / Avg Loss | 1.7285 | 2.6305 | 1.0716 | 1.3054 | 1.9469 | 0.8584 |
Largest Winning Trade | 210378 | 210378 | 31493 | 145977 | 145977 | 34616 |
Largest Losing Trade | -32152 | -29284 | -32152 | -76603 | -57213 | -76603 |
Avg Bars in Trades | 13 | 19 | 7 | 13 | 19 | 7 |
Avg Bars in Winners | 16 | 28 | 7 | 16 | 28 | 7 |
Avg Bars in Losers | 10 | 13 | 6 | 10 | 13 | 6 |
Bars Traded | 3153 | 2286 | 867 | 3153 | 2286 | 867 |
Profit Streak | 28.5978 | 31.5978 | 28.5978 | 28.5978 | 31.5978 | 28.5978 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320873 | 200550 | -334468 | -579227 | -229090 | -580353 |
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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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