Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335349.739 | 239532.4936 | 95817.2455 | 35347.2407 | 49961.3174 | -14614.0767 |
Total P&L (%) | 335.3497 | 239.5325 | 95.8172 | 35.3472 | 49.9613 | -14.6141 |
Avg Daily Profit (%) | 0.3238 | 0.2313 | 0.0925 | 0.0292 | 0.0391 | -0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97217 | -141170 | -111566 | -105852 | -73831 | -111215 |
Profit Factor | 1.3534 | 1.4394 | 1.2373 | 1.0765 | 1.2138 | 0.9361 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 114 | 49 | 65 | 114 | 49 | 65 |
Losing Trades | 119 | 67 | 52 | 119 | 67 | 52 |
Profitability (%) | 48.927 | 42.2414 | 55.5556 | 48.927 | 42.2414 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.4128 | 1.9681 | 0.9898 | 1.1237 | 1.6597 | 0.7488 |
Largest Winning Trade | 226682 | 226682 | 27266 | 41573 | 41573 | 22995 |
Largest Losing Trade | -57906 | -39999 | -57906 | -67792 | -17386 | -67792 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 18 | 22 | 15 | 18 | 22 | 15 |
Avg Bars in Losers | 16 | 18 | 13 | 16 | 18 | 13 |
Bars Traded | 4083 | 2375 | 1708 | 4083 | 2375 | 1708 |
Profit Streak | 2.4539 | 0 | 7.7039 | 2.4539 | 0 | 7.7039 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306377 | 250192 | -69533 | -293451 | -144286 | -578885 |
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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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