Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255905.2605 | 203877.4165 | 52027.844 | -32150.8132 | 48018.4212 | -80169.2344 |
Total P&L (%) | 255.9053 | 203.8774 | 52.0278 | -32.1508 | 48.0184 | -80.1692 |
Avg Daily Profit (%) | 0.2495 | 0.1988 | 0.0507 | -0.0378 | 0.0382 | -0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144720 | -71730 | -93179 | -88190 | -53772 | -71228 |
Profit Factor | 1.2669 | 1.464 | 1.1002 | 0.9197 | 1.2965 | 0.6639 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 47.619 | 44.3478 | 50.8621 | 47.619 | 44.3478 | 50.8621 |
Ratio Avg Win / Avg Loss | 1.3936 | 1.8372 | 1.0629 | 1.0117 | 1.627 | 0.6414 |
Largest Winning Trade | 207848 | 207848 | 49705 | 76771 | 76771 | 12895 |
Largest Losing Trade | -50291 | -36477 | -50291 | -35661 | -11425 | -35661 |
Avg Bars in Trades | 51 | 49 | 52 | 51 | 49 | 52 |
Avg Bars in Winners | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
Bars Traded | 11803 | 5725 | 6078 | 11803 | 5725 | 6078 |
Profit Streak | 13.2756 | 0 | 13.6922 | 13.2756 | 0 | 13.6922 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317301 | 265001 | -236221 | -578223 | -144603 | -580312 |
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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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