Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372885.3019 | 275763.5183 | 97121.7836 | -45664.5118 | 216177.0441 | -261841.5559 |
Total P&L (%) | 372.8853 | 275.7635 | 97.1218 | -45.6645 | 216.177 | -261.8416 |
Avg Daily Profit (%) | 0.1959 | 0.1449 | 0.051 | -0.032 | 0.0605 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133938 | -67427 | -133753 | -320927 | -173736 | -430662 |
Profit Factor | 1.2976 | 1.4718 | 1.1453 | 0.9766 | 1.2678 | 0.7717 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 56.7797 | 54.2373 | 59.322 | 56.7797 | 54.2373 | 59.322 |
Ratio Avg Win / Avg Loss | 0.9878 | 1.2418 | 0.7854 | 0.7434 | 1.0697 | 0.5291 |
Largest Winning Trade | 73040 | 73040 | 41807 | 134633 | 134633 | 67276 |
Largest Losing Trade | -79882 | -37120 | -79882 | -196201 | -96162 | -196201 |
Avg Bars in Trades | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 7509 | 3587 | 3921 | 7509 | 3587 | 3921 |
Profit Streak | 17.9481 | 0 | 40.1981 | 17.9481 | 0 | 40.1981 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312041 | 65667 | -185157 | -578099 | -111942 | -578822 |
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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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