Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302676.6555 | 269812.9648 | 32863.6907 | 97338.534 | 317675.8457 | -220337.3117 |
Total P&L (%) | 302.6767 | 269.813 | 32.8637 | 97.3385 | 317.6758 | -220.3373 |
Avg Daily Profit (%) | 0.2427 | 0.2163 | 0.0264 | 0.0545 | 0.1147 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217690 | -75882 | -207532 | -347921 | -102523 | -397876 |
Profit Factor | 1.2688 | 1.547 | 1.0519 | 1.0681 | 1.5747 | 0.7484 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Profitability (%) | 42.8571 | 42.1429 | 43.5714 | 42.8571 | 42.1429 | 43.5714 |
Ratio Avg Win / Avg Loss | 1.6917 | 2.1239 | 1.3623 | 1.4242 | 2.1619 | 0.9692 |
Largest Winning Trade | 98895 | 98895 | 46323 | 183085 | 183085 | 52998 |
Largest Losing Trade | -33253 | -18285 | -33253 | -100145 | -31490 | -100145 |
Avg Bars in Trades | 52 | 53 | 52 | 52 | 53 | 52 |
Avg Bars in Winners | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 14800 | 7487 | 7313 | 14800 | 7487 | 7313 |
Profit Streak | 15.9877 | 15.9877 | 19.321 | 15.9877 | 15.9877 | 19.321 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314882 | 280962 | -326063 | -265930 | -39676 | -582902 |
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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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