Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276039.3998 | 206657.8256 | 69381.5741 | 36794.8985 | -12511.689 | 49306.5876 |
Total P&L (%) | 276.0394 | 206.6578 | 69.3816 | 36.7949 | -12.5117 | 49.3066 |
Avg Daily Profit (%) | 0.1932 | 0.1446 | 0.0486 | 0.0219 | -0.0094 | 0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220498 | -99926 | -134944 | -115331 | -78498 | -50989 |
Profit Factor | 1.2731 | 1.3668 | 1.155 | 1.0707 | 0.9624 | 1.2625 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 46.1538 | 43.8462 | 48.4615 | 46.1538 | 43.8462 | 48.4615 |
Ratio Avg Win / Avg Loss | 1.4852 | 1.7504 | 1.2284 | 1.2491 | 1.2325 | 1.3427 |
Largest Winning Trade | 122516 | 122516 | 28964 | 57476 | 57476 | 21028 |
Largest Losing Trade | -54769 | -54769 | -40632 | -54542 | -54542 | -20342 |
Avg Bars in Trades | 16 | 22 | 10 | 16 | 22 | 10 |
Avg Bars in Winners | 19 | 28 | 10 | 19 | 28 | 10 |
Avg Bars in Losers | 13 | 17 | 9 | 13 | 17 | 9 |
Bars Traded | 4214 | 2881 | 1333 | 4214 | 2881 | 1333 |
Profit Streak | 23.6929 | 23.6929 | 52.3596 | 23.6929 | 23.6929 | 52.3596 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311655 | -159 | -177626 | -307661 | -580890 | -156484 |
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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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