Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260313.2107 | 6995.7964 | 253317.4143 | -29701.2716 | -173307.7521 | 143606.4805 |
Total P&L (%) | 260.3132 | 6.9958 | 253.3174 | -29.7013 | -173.3078 | 143.6065 |
Avg Daily Profit (%) | 0.1714 | 0.0046 | 0.1668 | -0.0232 | 0 | 0.0586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101834 | -81519 | -108761 | -731984 | -491985 | -698880 |
Profit Factor | 1.2722 | 1.016 | 1.4873 | 0.9917 | 0.882 | 1.0687 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 147 | 66 | 81 | 147 | 66 | 81 |
Losing Trades | 143 | 79 | 64 | 143 | 79 | 64 |
Profitability (%) | 50.6897 | 45.5172 | 55.8621 | 50.6897 | 45.5172 | 55.8621 |
Ratio Avg Win / Avg Loss | 1.2376 | 1.2162 | 1.1752 | 0.9647 | 1.0558 | 0.8444 |
Largest Winning Trade | 30640 | 30640 | 28200 | 166488 | 81603 | 166488 |
Largest Losing Trade | -91693 | -27130 | -91693 | -698880 | -170115 | -698880 |
Avg Bars in Trades | 15 | 10 | 20 | 15 | 10 | 20 |
Avg Bars in Winners | 16 | 10 | 21 | 16 | 10 | 21 |
Avg Bars in Losers | 14 | 10 | 19 | 14 | 10 | 19 |
Bars Traded | 4488 | 1516 | 2972 | 4488 | 1516 | 2972 |
Profit Streak | 6.761 | 0 | 8.0943 | 6.761 | 0 | 8.0943 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355004 | -556975 | 363865 | -578207 | -580747 | -259706 |
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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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