Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325372.2211 | 314659.4874 | 10712.7337 | 263.8672 | 73457.6228 | -73193.7556 |
Total P&L (%) | 325.3722 | 314.6595 | 10.7127 | 0.2639 | 73.4576 | -73.1938 |
Avg Daily Profit (%) | 0.1838 | 0.1778 | 0.0061 | 0.0001 | 0.0311 | -0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153441 | -112585 | -179589 | -91135 | -32235 | -136718 |
Profit Factor | 1.4234 | 1.9041 | 1.0255 | 1.0008 | 1.5759 | 0.6435 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 45.5446 | 46 | 45.098 | 45.5446 | 46 | 45.098 |
Ratio Avg Win / Avg Loss | 1.7019 | 2.2353 | 1.2484 | 1.1966 | 1.85 | 0.7834 |
Largest Winning Trade | 172089 | 172089 | 72178 | 31508 | 31508 | 22959 |
Largest Losing Trade | -52820 | -38785 | -52820 | -44540 | -15430 | -44540 |
Avg Bars in Trades | 204 | 198 | 209 | 204 | 198 | 209 |
Avg Bars in Winners | 314 | 296 | 332 | 314 | 296 | 332 |
Avg Bars in Losers | 112 | 114 | 109 | 112 | 114 | 109 |
Bars Traded | 20618 | 9916 | 10702 | 20618 | 9916 | 10702 |
Profit Streak | 37.8725 | 0 | 48.5392 | 37.8725 | 0 | 48.5392 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306477 | -170564 | -702242 | -578958 | -330037 | -762177 |
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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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