Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234349.8157 | 6693.3401 | 227656.4756 | 63185.2608 | -91451.6882 | 154636.949 |
Total P&L (%) | 234.3498 | 6.6933 | 227.6565 | 63.1853 | -91.4517 | 154.6369 |
Avg Daily Profit (%) | 0.1529 | 0.0044 | 0.1486 | 0.032 | -0.1604 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163697 | -197490 | -76254 | -150859 | -198526 | -49181 |
Profit Factor | 1.1709 | 1.0083 | 1.4035 | 1.068 | 0.8475 | 1.4686 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 228 | 108 | 120 | 228 | 108 | 120 |
Losing Trades | 204 | 108 | 96 | 204 | 108 | 96 |
Profitability (%) | 52.7778 | 50 | 55.5556 | 52.7778 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.0477 | 1.0083 | 1.1228 | 0.9555 | 0.8475 | 1.1749 |
Largest Winning Trade | 43131 | 43131 | 30442 | 31849 | 31849 | 26984 |
Largest Losing Trade | -35004 | -35004 | -27362 | -38392 | -38392 | -16016 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 6036 | 3019 | 3017 | 6036 | 3019 | 3017 |
Profit Streak | 13.216 | 13.216 | 30.716 | 13.216 | 13.216 | 30.716 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20909 | -562705 | 325928 | -293690 | -579319 | -107273 |
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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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