Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326085.785 | 113085.136 | 213000.649 | 317755.3181 | -147856.9936 | 465612.3118 |
Total P&L (%) | 326.0858 | 113.0851 | 213.0006 | 317.7553 | -147.857 | 465.6123 |
Avg Daily Profit (%) | 0.2151 | 0.0746 | 0.1405 | 0.0944 | 0 | 0.1144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94566 | -82994 | -57665 | -323455 | -445274 | -120370 |
Profit Factor | 1.3434 | 1.2173 | 1.4964 | 1.1244 | 0.9001 | 1.4331 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 124 | 51 | 73 | 124 | 51 | 73 |
Losing Trades | 173 | 97 | 76 | 173 | 97 | 76 |
Profitability (%) | 41.7508 | 34.4595 | 48.9933 | 41.7508 | 34.4595 | 48.9933 |
Ratio Avg Win / Avg Loss | 1.8742 | 2.3152 | 1.5579 | 1.5687 | 1.7119 | 1.492 |
Largest Winning Trade | 73745 | 73745 | 41786 | 131888 | 131888 | 98976 |
Largest Losing Trade | -42166 | -25921 | -42166 | -94231 | -94231 | -55130 |
Avg Bars in Trades | 15 | 18 | 11 | 15 | 18 | 11 |
Avg Bars in Winners | 20 | 30 | 13 | 20 | 30 | 13 |
Avg Bars in Losers | 11 | 12 | 8 | 11 | 12 | 8 |
Bars Traded | 4482 | 2799 | 1682 | 4482 | 2799 | 1682 |
Profit Streak | 14.3724 | 0 | 15.3724 | 14.3724 | 0 | 15.3724 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303345 | -98563 | -2725 | -150363 | -583928 | -39083 |
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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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