Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382495.8411 | 326428.9967 | 56066.8443 | -11129.9893 | 126772.5312 | -137902.5204 |
Total P&L (%) | 382.4958 | 326.429 | 56.0668 | -11.13 | 126.7725 | -137.9025 |
Avg Daily Profit (%) | 0.1527 | 0.1303 | 0.0224 | -0.0047 | 0.0327 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145265 | -165674 | -142708 | -168636 | -48430 | -198406 |
Profit Factor | 1.4355 | 1.7252 | 1.1309 | 0.9819 | 1.5865 | 0.6533 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 48.7395 | 43.6975 | 53.7815 | 48.7395 | 43.6975 | 53.7815 |
Ratio Avg Win / Avg Loss | 1.5097 | 2.2228 | 0.9719 | 1.0327 | 2.0442 | 0.5614 |
Largest Winning Trade | 180915 | 180915 | 40973 | 40665 | 40665 | 27480 |
Largest Losing Trade | -84299 | -33681 | -84299 | -113068 | -13262 | -113068 |
Avg Bars in Trades | 20 | 25 | 14 | 20 | 25 | 14 |
Avg Bars in Winners | 24 | 31 | 18 | 24 | 31 | 18 |
Avg Bars in Losers | 16 | 21 | 9 | 16 | 21 | 9 |
Bars Traded | 4788 | 3075 | 1713 | 4788 | 3075 | 1713 |
Profit Streak | 10.5366 | 16.0366 | 0 | 10.5366 | 16.0366 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393238 | -17656 | -241547 | -577427 | -148113 | -580248 |
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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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