Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260915.7281 | 86757.7825 | 174157.9456 | -49624.8496 | -30482.4022 | -19142.4475 |
Total P&L (%) | 260.9157 | 86.7578 | 174.1579 | -49.6249 | -30.4824 | -19.1424 |
Avg Daily Profit (%) | 0.1757 | 0.0584 | 0.1173 | -0.0462 | -0.0245 | -0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168030 | -109321 | -158296 | -223676 | -141177 | -195714 |
Profit Factor | 1.2221 | 1.1567 | 1.2805 | 0.9483 | 0.928 | 0.9643 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 172 | 79 | 93 | 172 | 79 | 93 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 59.3103 | 54.4828 | 64.1379 | 59.3103 | 54.4828 | 64.1379 |
Ratio Avg Win / Avg Loss | 0.8384 | 0.9663 | 0.716 | 0.6506 | 0.7753 | 0.5392 |
Largest Winning Trade | 38705 | 38705 | 32747 | 64711 | 64711 | 40046 |
Largest Losing Trade | -84504 | -28980 | -84504 | -107796 | -48552 | -107796 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 4420 | 2212 | 2208 | 4420 | 2212 | 2208 |
Profit Streak | 0 | 0 | 17.998 | 0 | 0 | 17.998 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300834 | -164067 | -35597 | -577776 | -580089 | -578272 |
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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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