Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306815.8831 | 154450.069 | 152365.8141 | 622184.4273 | 86229.2385 | 535955.1888 |
Total P&L (%) | 306.8159 | 154.4501 | 152.3658 | 622.1844 | 86.2292 | 535.9552 |
Avg Daily Profit (%) | 0.2945 | 0.1483 | 0.1463 | 0.19 | 0.0597 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102825 | -78557 | -50062 | -1379450 | -1034687 | -681148 |
Profit Factor | 1.5122 | 1.4923 | 1.534 | 1.1335 | 1.0337 | 1.2554 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 98 | 38 | 60 | 98 | 38 | 60 |
Losing Trades | 141 | 81 | 60 | 141 | 81 | 60 |
Profitability (%) | 41.0042 | 31.9328 | 50 | 41.0042 | 31.9328 | 50 |
Ratio Avg Win / Avg Loss | 2.1757 | 3.181 | 1.534 | 1.6309 | 2.2033 | 1.2554 |
Largest Winning Trade | 93447 | 93447 | 31147 | 338944 | 338944 | 249848 |
Largest Losing Trade | -15547 | -13122 | -15547 | -264023 | -262843 | -264023 |
Avg Bars in Trades | 103 | 82 | 124 | 103 | 82 | 124 |
Avg Bars in Winners | 154 | 123 | 174 | 154 | 123 | 174 |
Avg Bars in Losers | 67 | 62 | 74 | 67 | 62 | 74 |
Bars Traded | 24733 | 9797 | 14936 | 24733 | 9797 | 14936 |
Profit Streak | 14.638 | 0 | 16.388 | 14.638 | 0 | 16.388 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333460 | -4 | 186704 | -66246 | -302836 | 287941 |
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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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