Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283696.7528 | 208243.8093 | 75452.9434 | 66923.0038 | 118397.1134 | -51474.1097 |
Total P&L (%) | 283.6968 | 208.2438 | 75.4529 | 66.923 | 118.3971 | -51.4741 |
Avg Daily Profit (%) | 0.2778 | 0.2039 | 0.0739 | 0.0502 | 0.0765 | -0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202452 | -77634 | -158610 | -221530 | -68439 | -179378 |
Profit Factor | 1.317 | 1.4694 | 1.1672 | 1.0772 | 1.3013 | 0.8915 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 45.5026 | 41.4894 | 49.4737 | 45.5026 | 41.4894 | 49.4737 |
Ratio Avg Win / Avg Loss | 1.5774 | 2.0722 | 1.1921 | 1.2901 | 1.8352 | 0.9104 |
Largest Winning Trade | 128943 | 128943 | 38174 | 78429 | 78429 | 34766 |
Largest Losing Trade | -44613 | -44613 | -34720 | -84888 | -52590 | -84888 |
Avg Bars in Trades | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Winners | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Losers | 13 | 16 | 11 | 13 | 16 | 11 |
Bars Traded | 2980 | 1685 | 1295 | 2980 | 1685 | 1295 |
Profit Streak | 8.4225 | 0 | 10.7558 | 8.4225 | 0 | 10.7558 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351898 | 235771 | -130464 | -261559 | -92922 | -580359 |
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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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