Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257014.7812 | 57172.4315 | 199842.3497 | 12178.759 | -17135.689 | 29314.4481 |
Total P&L (%) | 257.0148 | 57.1724 | 199.8424 | 12.1788 | -17.1357 | 29.3144 |
Avg Daily Profit (%) | 0.1679 | 0.0373 | 0.1305 | 0.0075 | -0.0123 | 0.0168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113068 | -111305 | -100085 | -138689 | -108921 | -84238 |
Profit Factor | 1.218 | 1.0879 | 1.3784 | 1.01 | 0.9732 | 1.0504 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 52.0408 | 49.6599 | 54.4218 | 52.0408 | 49.6599 | 54.4218 |
Ratio Avg Win / Avg Loss | 1.1225 | 1.1028 | 1.1544 | 0.9308 | 0.9865 | 0.8797 |
Largest Winning Trade | 70114 | 70114 | 37749 | 70114 | 70114 | 33021 |
Largest Losing Trade | -70890 | -29698 | -70890 | -120596 | -40792 | -120596 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 4514 | 2368 | 2146 | 4514 | 2368 | 2146 |
Profit Streak | 9.3282 | 0 | 10.6615 | 9.3282 | 0 | 10.6615 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348338 | -267749 | -16867 | -489269 | -580797 | -339033 |
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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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