Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263397.1924 | 15584.8129 | 247812.3796 | 171403.912 | -107349.2918 | 278753.2038 |
Total P&L (%) | 263.3972 | 15.5848 | 247.8124 | 171.4039 | -107.3493 | 278.7532 |
Avg Daily Profit (%) | 0.1717 | 0.0102 | 0.1616 | 0.0651 | 0 | 0.0869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103064 | -105780 | -51563 | -393713 | -332960 | -172094 |
Profit Factor | 1.2438 | 1.0233 | 1.6026 | 1.0619 | 0.9349 | 1.2487 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 191 | 81 | 110 | 191 | 81 | 110 |
Losing Trades | 217 | 123 | 94 | 217 | 123 | 94 |
Profitability (%) | 46.8137 | 39.7059 | 53.9216 | 46.8137 | 39.7059 | 53.9216 |
Ratio Avg Win / Avg Loss | 1.4131 | 1.5539 | 1.3695 | 1.2064 | 1.4196 | 1.067 |
Largest Winning Trade | 68659 | 68659 | 37791 | 142064 | 142064 | 100780 |
Largest Losing Trade | -46149 | -25416 | -46149 | -152155 | -67852 | -152155 |
Avg Bars in Trades | 11 | 15 | 6 | 11 | 15 | 6 |
Avg Bars in Winners | 13 | 20 | 7 | 13 | 20 | 7 |
Avg Bars in Losers | 9 | 12 | 5 | 9 | 12 | 5 |
Bars Traded | 4558 | 3212 | 1346 | 4558 | 3212 | 1346 |
Profit Streak | 9.4994 | 10.4994 | 0 | 9.4994 | 10.4994 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322446 | -385452 | 378485 | -256593 | -581672 | -75911 |
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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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