Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344627.4167 | 307150.0066 | 37477.4102 | -185987.5161 | 141442.1725 | -327429.6886 |
Total P&L (%) | 344.6274 | 307.15 | 37.4774 | -185.9875 | 141.4422 | -327.4297 |
Avg Daily Profit (%) | 0.1568 | 0.1397 | 0.0171 | 0 | 0.0401 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168637 | -109882 | -152808 | -297716 | -77477 | -395755 |
Profit Factor | 1.3093 | 1.6809 | 1.0565 | 0.7961 | 1.5928 | 0.5137 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 119 | 57 | 62 | 114 | 56 | 58 |
Losing Trades | 84 | 45 | 39 | 89 | 46 | 43 |
Profitability (%) | 58.6207 | 55.8824 | 61.3861 | 56.1576 | 54.902 | 57.4257 |
Ratio Avg Win / Avg Loss | 0.9242 | 1.327 | 0.6646 | 0.6215 | 1.3084 | 0.3809 |
Largest Winning Trade | 58893 | 58893 | 48804 | 36905 | 36905 | 29973 |
Largest Losing Trade | -145085 | -43011 | -145085 | -252444 | -24540 | -252444 |
Avg Bars in Trades | 30 | 21 | 40 | 30 | 21 | 40 |
Avg Bars in Winners | 32 | 21 | 42 | 30 | 23 | 38 |
Avg Bars in Losers | 28 | 21 | 37 | 31 | 19 | 43 |
Bars Traded | 6290 | 2187 | 4103 | 6290 | 2187 | 4103 |
Profit Streak | 60.1212 | 109.1212 | 60.1212 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334765 | -2300 | -330807 | -578917 | -136821 | -580100 |
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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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