Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351207.3708 | 102271.9103 | 248935.4605 | 328898.5306 | -50653.3545 | 379551.8852 |
Total P&L (%) | 351.2074 | 102.2719 | 248.9355 | 328.8985 | -50.6534 | 379.5519 |
Avg Daily Profit (%) | 0.2191 | 0.0638 | 0.1553 | 0.0909 | -0.0441 | 0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105585 | -97387 | -96183 | -554844 | -426827 | -327269 |
Profit Factor | 1.337 | 1.1731 | 1.5515 | 1.118 | 0.9674 | 1.3077 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Profitability (%) | 42.5926 | 39.2593 | 45.9259 | 42.5926 | 39.2593 | 45.9259 |
Ratio Avg Win / Avg Loss | 1.802 | 1.8149 | 1.8268 | 1.5068 | 1.4968 | 1.5397 |
Largest Winning Trade | 94138 | 94138 | 37650 | 156039 | 156039 | 141467 |
Largest Losing Trade | -36615 | -36615 | -22369 | -91310 | -91310 | -87138 |
Avg Bars in Trades | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 23 | 26 | 19 | 23 | 26 | 19 |
Bars Traded | 9547 | 4826 | 4721 | 9547 | 4826 | 4721 |
Profit Streak | 7.9536 | 0 | 10.6202 | 7.9536 | 0 | 10.6202 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302829 | -141157 | 318229 | -162094 | -583484 | -62235 |
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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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