Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205594.5631 | 27787.4189 | 177807.1442 | 106110.3009 | -21965.5169 | 128075.8178 |
Total P&L (%) | 205.5946 | 27.7874 | 177.8071 | 106.1103 | -21.9655 | 128.0758 |
Avg Daily Profit (%) | 0.2 | 0.027 | 0.1729 | 0.0704 | -0.0241 | 0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110638 | -77524 | -62877 | -140281 | -85563 | -75867 |
Profit Factor | 1.2668 | 1.0684 | 1.4879 | 1.1308 | 0.9481 | 1.3301 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 56.7227 | 55.4622 | 57.9832 | 56.7227 | 55.4622 | 57.9832 |
Ratio Avg Win / Avg Loss | 0.9666 | 0.858 | 1.0782 | 0.8627 | 0.7614 | 0.9639 |
Largest Winning Trade | 46370 | 46370 | 43651 | 33519 | 32728 | 33519 |
Largest Losing Trade | -49369 | -32350 | -49369 | -52262 | -28904 | -52262 |
Avg Bars in Trades | 24 | 20 | 29 | 24 | 20 | 29 |
Avg Bars in Winners | 21 | 13 | 28 | 21 | 13 | 28 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 5866 | 2390 | 3476 | 5866 | 2390 | 3476 |
Profit Streak | 4.2107 | 0 | 9.3774 | 4.2107 | 0 | 9.3774 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295424 | -306248 | 389063 | -174970 | -580030 | -85054 |
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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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