Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349733.3627 | 216901.285 | 132832.0777 | 969272.8762 | 698471.6015 | 270801.2746 |
Total P&L (%) | 349.7334 | 216.9013 | 132.8321 | 969.2729 | 698.4716 | 270.8013 |
Avg Daily Profit (%) | 0.3358 | 0.2082 | 0.1275 | 0.2277 | 0.1997 | 0.1259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32824 | -50394 | -30607 | -364410 | -165697 | -411824 |
Profit Factor | 2.1269 | 2.1744 | 2.057 | 1.612 | 1.8199 | 1.3701 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 36.8 | 30.6452 | 42.8571 | 36.8 | 30.6452 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.6526 | 4.921 | 2.7426 | 2.7685 | 4.1187 | 1.8268 |
Largest Winning Trade | 96267 | 96267 | 50916 | 286056 | 286056 | 157146 |
Largest Losing Trade | -12488 | -12488 | -11895 | -127663 | -127663 | -104610 |
Avg Bars in Trades | 192 | 216 | 167 | 192 | 216 | 167 |
Avg Bars in Winners | 370 | 453 | 311 | 370 | 453 | 311 |
Avg Bars in Losers | 88 | 112 | 60 | 88 | 112 | 60 |
Bars Traded | 24017 | 13447 | 10570 | 24017 | 13447 | 10570 |
Profit Streak | 31.2471 | 0 | 34.2471 | 31.2471 | 0 | 34.2471 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308336 | -150156 | -168056 | 254335 | -150497 | -172521 |
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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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