Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264677.0518 | 6670.3281 | 258006.7237 | 263223.8465 | -55357.942 | 318581.7885 |
Total P&L (%) | 264.6771 | 6.6703 | 258.0067 | 263.2238 | -55.3579 | 318.5818 |
Avg Daily Profit (%) | 0.1745 | 0.0044 | 0.1701 | 0.0851 | -0.0532 | 0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78591 | -102944 | -56438 | -451726 | -260684 | -325443 |
Profit Factor | 1.4255 | 1.0168 | 2.143 | 1.1557 | 0.9441 | 1.455 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 50.8547 | 46.1538 | 55.5556 | 50.8547 | 46.1538 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3776 | 1.1863 | 1.7144 | 1.1169 | 1.1014 | 1.164 |
Largest Winning Trade | 65842 | 65842 | 47996 | 236341 | 145357 | 236341 |
Largest Losing Trade | -30707 | -30707 | -26906 | -205087 | -98264 | -205087 |
Avg Bars in Trades | 76 | 66 | 86 | 76 | 66 | 86 |
Avg Bars in Winners | 90 | 61 | 114 | 90 | 61 | 114 |
Avg Bars in Losers | 62 | 70 | 52 | 62 | 70 | 52 |
Bars Traded | 17953 | 7784 | 10168 | 17953 | 7784 | 10168 |
Profit Streak | 3.6398 | 0 | 7.3065 | 3.6398 | 0 | 7.3065 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325300 | -556473 | 470333 | -127844 | -580850 | -64255 |
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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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