Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279588.9655 | 103349.465 | 176239.5004 | 48310.0771 | -16434.0602 | 64744.1373 |
Total P&L (%) | 279.589 | 103.3495 | 176.2395 | 48.3101 | -16.4341 | 64.7441 |
Avg Daily Profit (%) | 0.1882 | 0.0696 | 0.1186 | 0.0265 | -0.0121 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129324 | -88083 | -147665 | -154569 | -81279 | -116031 |
Profit Factor | 1.2619 | 1.2013 | 1.318 | 1.063 | 0.9556 | 1.1635 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 57.0213 | 56.7797 | 57.265 | 57.0213 | 56.7797 | 57.265 |
Ratio Avg Win / Avg Loss | 0.9511 | 0.9144 | 0.9836 | 0.8012 | 0.7274 | 0.8683 |
Largest Winning Trade | 71395 | 71395 | 54631 | 36828 | 32015 | 36828 |
Largest Losing Trade | -49276 | -22477 | -49276 | -48190 | -25981 | -48190 |
Avg Bars in Trades | 24 | 16 | 32 | 24 | 16 | 32 |
Avg Bars in Winners | 21 | 12 | 30 | 21 | 12 | 30 |
Avg Bars in Losers | 27 | 20 | 34 | 27 | 20 | 34 |
Bars Traded | 5723 | 1905 | 3817 | 5723 | 1905 | 3817 |
Profit Streak | 15.3483 | 38.8483 | 15.3483 | 15.3483 | 38.8483 | 15.3483 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349667 | -99806 | -34322 | -307752 | -578354 | -188933 |
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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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