Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328935.5067 | 87649.8964 | 241285.6103 | 6654.6339 | 256184.5832 | -249529.9494 |
Total P&L (%) | 328.9355 | 87.6499 | 241.2856 | 6.6546 | 256.1846 | -249.5299 |
Avg Daily Profit (%) | 0.2218 | 0.0591 | 0.1627 | 0.0043 | 0.0857 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130632 | -109689 | -140657 | -903888 | -205521 | -892313 |
Profit Factor | 1.2988 | 1.1604 | 1.4353 | 1.0033 | 1.3552 | 0.8033 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 52.381 | 50.9554 | 53.7975 | 52.381 | 50.9554 | 53.7975 |
Ratio Avg Win / Avg Loss | 1.1808 | 1.1169 | 1.2327 | 0.9121 | 1.3043 | 0.6899 |
Largest Winning Trade | 57487 | 57487 | 37774 | 234532 | 234532 | 130418 |
Largest Losing Trade | -89861 | -31910 | -89861 | -750780 | -180566 | -750780 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 5837 | 3003 | 2834 | 5837 | 3003 | 2834 |
Profit Streak | 5.5879 | 0 | 28.0879 | 5.5879 | 0 | 28.0879 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389625 | -157417 | 385941 | -568366 | -77440 | -578270 |
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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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