Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535094.4931 | 393501.483 | 141593.0101 | 539836.9657 | 233867.8018 | 305969.1638 |
Total P&L (%) | 535.0945 | 393.5015 | 141.593 | 539.837 | 233.8678 | 305.9692 |
Avg Daily Profit (%) | 0.2465 | 0.1813 | 0.0652 | 0.0855 | 0.0556 | 0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124329 | -95060 | -135460 | -421412 | -265626 | -166303 |
Profit Factor | 1.5338 | 1.762 | 1.2913 | 1.3213 | 1.2649 | 1.3837 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Profitability (%) | 38.2353 | 34.3137 | 42.1569 | 38.2353 | 34.3137 | 42.1569 |
Ratio Avg Win / Avg Loss | 2.4776 | 3.373 | 1.7718 | 2.1344 | 2.4214 | 1.8986 |
Largest Winning Trade | 119782 | 119782 | 39168 | 264300 | 264300 | 163978 |
Largest Losing Trade | -55783 | -55783 | -40764 | -111406 | -111406 | -92514 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 4231 | 2311 | 1920 | 4231 | 2311 | 1920 |
Profit Streak | 20.8738 | 0 | 22.8738 | 20.8738 | 0 | 22.8738 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301749 | 169104 | -107192 | -79676 | -123851 | -107510 |
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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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