Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324851.0478 | 198664.8067 | 126186.241 | 11519.046 | -345798.3449 | 357317.3909 |
Total P&L (%) | 324.851 | 198.6648 | 126.1862 | 11.519 | -345.7983 | 357.3174 |
Avg Daily Profit (%) | 0.1707 | 0.1044 | 0.0663 | 0.0057 | 0 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268758 | -185897 | -86495 | -1662938 | -1059532 | -646146 |
Profit Factor | 1.2961 | 1.3069 | 1.2805 | 1.002 | 0.9079 | 1.1758 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 62.7907 | 64.8148 | 60.7477 | 62.7907 | 64.8148 | 60.7477 |
Ratio Avg Win / Avg Loss | 0.768 | 0.7094 | 0.8274 | 0.5938 | 0.4928 | 0.7598 |
Largest Winning Trade | 30513 | 30513 | 20544 | 218468 | 218468 | 151087 |
Largest Losing Trade | -58935 | -58478 | -58935 | -557971 | -557971 | -551333 |
Avg Bars in Trades | 34 | 42 | 26 | 34 | 42 | 26 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 61 | 89 | 36 | 61 | 89 | 36 |
Bars Traded | 7446 | 4635 | 2811 | 7446 | 4635 | 2811 |
Profit Streak | 42.5203 | 49.2703 | 42.5203 | 42.5203 | 49.2703 | 42.5203 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367228 | -51967 | -103206 | -519252 | -577573 | -112127 |
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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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