Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469453.5923 | 223391.6968 | 246061.8955 | 305218.7856 | -53134.1108 | 358352.8964 |
Total P&L (%) | 469.4536 | 223.3917 | 246.0619 | 305.2188 | -53.1341 | 358.3529 |
Avg Daily Profit (%) | 0.2829 | 0.1346 | 0.1483 | 0.0844 | -0.0457 | 0.0918 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182834 | -111969 | -138098 | -1293313 | -931728 | -971925 |
Profit Factor | 1.4815 | 1.4683 | 1.494 | 1.0557 | 0.9793 | 1.1229 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 115 | 52 | 63 | 115 | 52 | 63 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 53.7383 | 48.5981 | 58.8785 | 53.7383 | 48.5981 | 58.8785 |
Ratio Avg Win / Avg Loss | 1.2753 | 1.553 | 1.0435 | 0.9088 | 1.0358 | 0.7843 |
Largest Winning Trade | 110004 | 110004 | 43377 | 313555 | 313555 | 285132 |
Largest Losing Trade | -59468 | -59468 | -57078 | -699078 | -367436 | -699078 |
Avg Bars in Trades | 22 | 27 | 17 | 22 | 27 | 17 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 26 | 32 | 18 | 26 | 32 | 18 |
Bars Traded | 4858 | 2968 | 1890 | 4858 | 2968 | 1890 |
Profit Streak | 9.5085 | 0 | 22.5085 | 9.5085 | 0 | 22.5085 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434543 | -11615 | 301835 | -238740 | -579648 | -155166 |
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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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