Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272766.0187 | 71746.206 | 201019.8128 | 87115.0473 | -89288.5646 | 176403.6119 |
Total P&L (%) | 272.766 | 71.7462 | 201.0198 | 87.115 | -89.2886 | 176.4036 |
Avg Daily Profit (%) | 0.1835 | 0.0483 | 0.1352 | 0.0422 | -0.1502 | 0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91938 | -92259 | -80796 | -341012 | -350084 | -247755 |
Profit Factor | 1.276 | 1.1423 | 1.4151 | 1.0382 | 0.9236 | 1.1584 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 136 | 63 | 73 | 136 | 63 | 73 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 56.4315 | 52.5 | 60.3306 | 56.4315 | 52.5 | 60.3306 |
Ratio Avg Win / Avg Loss | 0.9851 | 1.0335 | 0.9305 | 0.8015 | 0.8356 | 0.7617 |
Largest Winning Trade | 44940 | 44038 | 44940 | 128600 | 128600 | 79272 |
Largest Losing Trade | -43573 | -29648 | -43573 | -108538 | -103609 | -108538 |
Avg Bars in Trades | 35 | 30 | 41 | 35 | 30 | 41 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 34 | 29 | 41 | 34 | 29 | 41 |
Bars Traded | 8578 | 3600 | 4978 | 8578 | 3600 | 4978 |
Profit Streak | 16.157 | 27.8237 | 16.157 | 16.157 | 27.8237 | 16.157 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320930 | -191315 | -11695 | -313628 | -579678 | -147849 |
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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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