Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233869.7627 | 87899.943 | 145969.8197 | 232507.5237 | -77062.746 | 309570.2698 |
Total P&L (%) | 233.8698 | 87.8999 | 145.9698 | 232.5075 | -77.0627 | 309.5703 |
Avg Daily Profit (%) | 0.2095 | 0.0787 | 0.1308 | 0.1077 | -0.1318 | 0.1264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106601 | -97083 | -52119 | -632400 | -490612 | -293609 |
Profit Factor | 1.3276 | 1.2382 | 1.4233 | 1.116 | 0.9276 | 1.3291 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 120 | 50 | 70 | 120 | 50 | 70 |
Losing Trades | 158 | 89 | 69 | 158 | 89 | 69 |
Profitability (%) | 43.1655 | 35.9712 | 50.3597 | 43.1655 | 35.9712 | 50.3597 |
Ratio Avg Win / Avg Loss | 1.748 | 2.204 | 1.403 | 1.4694 | 1.6511 | 1.3101 |
Largest Winning Trade | 98069 | 98069 | 25076 | 149183 | 138504 | 149183 |
Largest Losing Trade | -27920 | -17922 | -27920 | -71557 | -56606 | -71557 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4425 | 2223 | 2202 | 4425 | 2223 | 2202 |
Profit Streak | 8.7675 | 0 | 11.2675 | 8.7675 | 0 | 11.2675 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317151 | -92358 | -16836 | -142407 | -583363 | -23249 |
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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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