Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308887.9054 | 275654.4661 | 33233.4393 | -49637.5802 | -150444.077 | 100806.4969 |
Total P&L (%) | 308.8879 | 275.6545 | 33.2334 | -49.6376 | -150.4441 | 100.8065 |
Avg Daily Profit (%) | 0.1611 | 0.1438 | 0.0173 | -0.0358 | 0 | 0.0364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169295 | -191336 | -59339 | -438086 | -447928 | -125003 |
Profit Factor | 1.2772 | 1.3345 | 1.1145 | 0.9731 | 0.8909 | 1.2168 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 136 | 55 | 81 | 136 | 55 | 81 |
Losing Trades | 165 | 95 | 70 | 165 | 95 | 70 |
Profitability (%) | 45.1827 | 36.6667 | 53.6424 | 45.1827 | 36.6667 | 53.6424 |
Ratio Avg Win / Avg Loss | 1.5495 | 2.305 | 0.9631 | 1.1806 | 1.5389 | 1.0516 |
Largest Winning Trade | 207194 | 207194 | 19597 | 194831 | 194831 | 71904 |
Largest Losing Trade | -33322 | -33322 | -21944 | -65945 | -65945 | -46840 |
Avg Bars in Trades | 37 | 68 | 6 | 37 | 68 | 6 |
Avg Bars in Winners | 41 | 92 | 6 | 41 | 92 | 6 |
Avg Bars in Losers | 34 | 54 | 6 | 34 | 54 | 6 |
Bars Traded | 11234 | 10221 | 1013 | 11234 | 10221 | 1013 |
Profit Streak | 24.8462 | 0 | 30.0129 | 24.8462 | 0 | 30.0129 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309177 | -4679 | -267261 | -578867 | -582954 | -143218 |
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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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