Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335265.5693 | 117567.3197 | 217698.2496 | -12142.0574 | 235741.4079 | -247883.4653 |
Total P&L (%) | 335.2656 | 117.5673 | 217.6983 | -12.1421 | 235.7414 | -247.8835 |
Avg Daily Profit (%) | 0.227 | 0.0796 | 0.1474 | -0.0088 | 0.0821 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152680 | -80252 | -140500 | -762467 | -145428 | -767696 |
Profit Factor | 1.401 | 1.2707 | 1.5419 | 0.9916 | 1.4831 | 0.7432 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 125 | 55 | 70 | 125 | 55 | 70 |
Losing Trades | 85 | 50 | 35 | 85 | 50 | 35 |
Profitability (%) | 59.5238 | 52.381 | 66.6667 | 59.5238 | 52.381 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9527 | 1.1552 | 0.771 | 0.6743 | 1.3483 | 0.3716 |
Largest Winning Trade | 52375 | 52375 | 28438 | 181863 | 181863 | 73048 |
Largest Losing Trade | -88837 | -52967 | -88837 | -702827 | -91164 | -702827 |
Avg Bars in Trades | 27 | 34 | 19 | 27 | 34 | 19 |
Avg Bars in Winners | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Losers | 39 | 48 | 26 | 39 | 48 | 26 |
Bars Traded | 5699 | 3620 | 2079 | 5699 | 3620 | 2079 |
Profit Streak | 10.3911 | 25.1411 | 10.3911 | 10.3911 | 25.1411 | 10.3911 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381517 | -85694 | 232686 | -577067 | -81145 | -577959 |
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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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