Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320179.8512 | 59713.1023 | 260466.7489 | 290042.15 | -30363.6189 | 320405.7689 |
Total P&L (%) | 320.1799 | 59.7131 | 260.4667 | 290.0422 | -30.3636 | 320.4058 |
Avg Daily Profit (%) | 0.2105 | 0.0393 | 0.1713 | 0.0895 | -0.0238 | 0.0945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97676 | -66576 | -62048 | -439563 | -321785 | -265346 |
Profit Factor | 1.3674 | 1.1377 | 1.5948 | 1.0912 | 0.9802 | 1.1948 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 47.8927 | 46.5649 | 49.2308 | 47.8927 | 46.5649 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.4877 | 1.3056 | 1.6447 | 1.1872 | 1.1249 | 1.2321 |
Largest Winning Trade | 75618 | 75618 | 53699 | 241481 | 241481 | 162729 |
Largest Losing Trade | -29089 | -17990 | -29089 | -145165 | -92894 | -145165 |
Avg Bars in Trades | 69 | 52 | 86 | 69 | 52 | 86 |
Avg Bars in Winners | 76 | 48 | 103 | 76 | 48 | 103 |
Avg Bars in Losers | 62 | 55 | 69 | 62 | 55 | 69 |
Bars Traded | 18020 | 6821 | 11199 | 18020 | 6821 | 11199 |
Profit Streak | 12.6818 | 12.6818 | 15.1818 | 12.6818 | 12.6818 | 15.1818 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354059 | -211128 | 376148 | -192049 | -580040 | -73050 |
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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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