Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210599.8525 | 122984.3447 | 87615.5079 | 153126.4256 | -146345.8543 | 299472.28 |
Total P&L (%) | 210.5999 | 122.9843 | 87.6155 | 153.1264 | -146.3459 | 299.4723 |
Avg Daily Profit (%) | 0.4044 | 0.2361 | 0.1682 | 0.1785 | 0 | 0.2663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137966 | -92804 | -97033 | -949007 | -692066 | -433104 |
Profit Factor | 1.2623 | 1.3211 | 1.2087 | 1.054 | 0.8982 | 1.2141 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Losing Trades | 189 | 97 | 92 | 189 | 97 | 92 |
Profitability (%) | 41.1215 | 39.375 | 42.8571 | 41.1215 | 39.375 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.8074 | 2.0341 | 1.6115 | 1.5091 | 1.3829 | 1.6188 |
Largest Winning Trade | 53070 | 53070 | 29891 | 174511 | 101686 | 174511 |
Largest Losing Trade | -39094 | -15420 | -39094 | -199184 | -112613 | -199184 |
Avg Bars in Trades | 76 | 70 | 82 | 76 | 70 | 82 |
Avg Bars in Winners | 118 | 107 | 129 | 118 | 107 | 129 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 24701 | 11347 | 13354 | 24701 | 11347 | 13354 |
Profit Streak | 6.2803 | 0 | 15.7594 | 6.2803 | 0 | 15.7594 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312572 | 174094 | 230847 | -154233 | -583529 | 262206 |
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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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