Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372340.8861 | 128438.1683 | 243902.7177 | 486619.6108 | -75844.5552 | 562464.166 |
Total P&L (%) | 372.3409 | 128.4382 | 243.9027 | 486.6196 | -75.8446 | 562.4642 |
Avg Daily Profit (%) | 0.2461 | 0.0849 | 0.1612 | 0.117 | -0.0939 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108401 | -90751 | -92577 | -1008417 | -983251 | -654310 |
Profit Factor | 1.3706 | 1.2273 | 1.5548 | 1.0934 | 0.9746 | 1.2529 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 156 | 70 | 86 | 156 | 70 | 86 |
Losing Trades | 142 | 79 | 63 | 142 | 79 | 63 |
Profitability (%) | 52.349 | 46.9799 | 57.7181 | 52.349 | 46.9799 | 57.7181 |
Ratio Avg Win / Avg Loss | 1.2476 | 1.3851 | 1.139 | 0.9953 | 1.0999 | 0.9178 |
Largest Winning Trade | 77821 | 77821 | 44309 | 405830 | 405830 | 204697 |
Largest Losing Trade | -36722 | -29284 | -36722 | -383021 | -383021 | -266906 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 5841 | 3058 | 2783 | 5841 | 3058 | 2783 |
Profit Streak | 0 | 0 | 24.1648 | 0 | 0 | 24.1648 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384153 | -81036 | 381358 | -154074 | -580167 | -25866 |
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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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