Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235772.4077 | 90203.9281 | 145568.4795 | 258053.3604 | 75235.2142 | 182818.1462 |
Total P&L (%) | 235.7724 | 90.2039 | 145.5685 | 258.0534 | 75.2352 | 182.8181 |
Avg Daily Profit (%) | 0.2112 | 0.0808 | 0.1304 | 0.1143 | 0.0503 | 0.0932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80353 | -76964 | -61401 | -401860 | -255267 | -297012 |
Profit Factor | 1.3053 | 1.2836 | 1.3205 | 1.1229 | 1.084 | 1.1518 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Losing Trades | 179 | 88 | 91 | 179 | 88 | 91 |
Profitability (%) | 45.092 | 46.0123 | 44.1718 | 45.092 | 46.0123 | 44.1718 |
Ratio Avg Win / Avg Loss | 1.5895 | 1.5061 | 1.669 | 1.3673 | 1.2719 | 1.4558 |
Largest Winning Trade | 48594 | 48594 | 35151 | 103653 | 103653 | 90207 |
Largest Losing Trade | -30927 | -14809 | -30927 | -78666 | -45040 | -78666 |
Avg Bars in Trades | 13 | 5 | 22 | 13 | 5 | 22 |
Avg Bars in Winners | 18 | 5 | 31 | 18 | 5 | 31 |
Avg Bars in Losers | 9 | 4 | 14 | 9 | 4 | 14 |
Bars Traded | 4426 | 824 | 3601 | 4426 | 824 | 3601 |
Profit Streak | 10.5175 | 0 | 11.0175 | 10.5175 | 0 | 11.0175 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348110 | -84939 | -18657 | -124995 | -254901 | -123146 |
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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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