Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270279.645 | 207894.9798 | 62384.6652 | 107600.8765 | 107904.7927 | -303.9163 |
Total P&L (%) | 270.2796 | 207.895 | 62.3847 | 107.6009 | 107.9048 | -0.3039 |
Avg Daily Profit (%) | 0.2595 | 0.1996 | 0.0599 | 0.0701 | 0.0703 | -0.0003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140035 | -106758 | -70054 | -836476 | -717617 | -520554 |
Profit Factor | 1.3299 | 1.5066 | 1.1525 | 1.0285 | 1.0582 | 0.9998 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 42.7184 | 35.9223 | 49.5146 | 42.7184 | 35.9223 | 49.5146 |
Ratio Avg Win / Avg Loss | 1.7832 | 2.6875 | 1.1751 | 1.3791 | 1.8875 | 1.0194 |
Largest Winning Trade | 163571 | 163571 | 35835 | 244302 | 244302 | 157420 |
Largest Losing Trade | -33236 | -20966 | -33236 | -164987 | -164987 | -159626 |
Avg Bars in Trades | 119 | 116 | 123 | 119 | 116 | 123 |
Avg Bars in Winners | 181 | 197 | 169 | 181 | 197 | 169 |
Avg Bars in Losers | 73 | 70 | 78 | 73 | 70 | 78 |
Bars Traded | 24674 | 11948 | 12726 | 24674 | 11948 | 12726 |
Profit Streak | 11.718 | 0 | 15.0097 | 11.718 | 0 | 15.0097 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301741 | 155551 | -166085 | -289606 | -260284 | -578993 |
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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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