Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315850.6863 | 261159.8216 | 54690.8648 | -86892.0801 | 7085.7291 | -93977.8092 |
Total P&L (%) | 315.8507 | 261.1598 | 54.6909 | -86.8921 | 7.0857 | -93.9778 |
Avg Daily Profit (%) | 0.1641 | 0.1357 | 0.0284 | -0.1055 | 0.0036 | -0.1459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199110 | -68293 | -167869 | -10825 | -4845 | -14299 |
Profit Factor | 1.2597 | 1.4837 | 1.0809 | 0.5059 | 1.181 | 0.3126 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 50.6383 | 48.7179 | 52.5424 | 50.6383 | 48.7179 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.228 | 1.5617 | 0.9763 | 0.4931 | 1.2432 | 0.2824 |
Largest Winning Trade | 90927 | 90927 | 40849 | 4000 | 4000 | 3439 |
Largest Losing Trade | -88886 | -27974 | -88886 | -88886 | -3223 | -88886 |
Avg Bars in Trades | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 3757 | 1869 | 1888 | 3757 | 1869 | 1888 |
Profit Streak | 14.7015 | 0 | 22.7015 | 14.7015 | 0 | 22.7015 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335929 | -10063 | -288239 | -578320 | -375139 | -579586 |
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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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