Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235687.6739 | 27739.1316 | 207948.5423 | 163641.2529 | -122104.3664 | 285745.6193 |
Total P&L (%) | 235.6877 | 27.7391 | 207.9485 | 163.6413 | -122.1044 | 285.7456 |
Avg Daily Profit (%) | 0.2276 | 0.0268 | 0.2008 | 0.0937 | 0 | 0.1305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93064 | -139544 | -48187 | -347899 | -378970 | -156569 |
Profit Factor | 1.2842 | 1.0594 | 1.5744 | 1.0803 | 0.8937 | 1.3215 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 55.7377 | 54.0984 | 57.377 | 55.7377 | 54.0984 | 57.377 |
Ratio Avg Win / Avg Loss | 1.0198 | 0.8988 | 1.1695 | 0.8579 | 0.7583 | 0.9817 |
Largest Winning Trade | 36106 | 36106 | 33669 | 98524 | 98524 | 54377 |
Largest Losing Trade | -31833 | -29659 | -31833 | -93657 | -93657 | -80704 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 4104 | 1981 | 2123 | 4104 | 1981 | 2123 |
Profit Streak | 0 | 0 | 10.8749 | 0 | 0 | 10.8749 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365124 | -316731 | 397316 | -199448 | -580199 | -18665 |
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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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