Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443655.5462 | 349974.0412 | 93681.505 | 214370.2952 | 386359.2151 | -171988.9199 |
Total P&L (%) | 443.6555 | 349.974 | 93.6815 | 214.3703 | 386.3592 | -171.9889 |
Avg Daily Profit (%) | 0.2397 | 0.1891 | 0.0506 | 0.0619 | 0.0855 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218481 | -198151 | -97031 | -963993 | -550356 | -472830 |
Profit Factor | 1.5026 | 1.7328 | 1.2313 | 1.0799 | 1.2748 | 0.8653 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 120 | 65 | 55 | 120 | 65 | 55 |
Profitability (%) | 41.1765 | 36.2745 | 46.0784 | 41.1765 | 36.2745 | 46.0784 |
Ratio Avg Win / Avg Loss | 2.1466 | 3.044 | 1.4409 | 1.5427 | 2.2395 | 1.0126 |
Largest Winning Trade | 229350 | 229350 | 52172 | 416202 | 416202 | 194665 |
Largest Losing Trade | -36586 | -36586 | -26840 | -325992 | -325992 | -214338 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 28 | 30 | 25 | 28 | 30 | 25 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 3590 | 1867 | 1722 | 3590 | 1867 | 1722 |
Profit Streak | 13.5868 | 0 | 21.0868 | 13.5868 | 0 | 21.0868 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320730 | 196915 | -126638 | -243285 | -83118 | -580089 |
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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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