Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389966.7759 | 347699.0452 | 42267.7307 | 28195.8466 | 276232.6768 | -248036.8301 |
Total P&L (%) | 389.9668 | 347.699 | 42.2677 | 28.1958 | 276.2327 | -248.0368 |
Avg Daily Profit (%) | 0.2071 | 0.1847 | 0.0225 | 0.0132 | 0.0704 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155984 | -117872 | -131562 | -448980 | -322564 | -390666 |
Profit Factor | 1.3168 | 1.7314 | 1.0559 | 1.0117 | 1.3114 | 0.8365 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 56.8075 | 57.5472 | 56.0748 | 56.8075 | 57.5472 | 56.0748 |
Ratio Avg Win / Avg Loss | 1.0012 | 1.2773 | 0.8271 | 0.7692 | 0.9674 | 0.6552 |
Largest Winning Trade | 69006 | 69006 | 50087 | 133646 | 117083 | 133646 |
Largest Losing Trade | -60379 | -27757 | -60379 | -135367 | -83611 | -135367 |
Avg Bars in Trades | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Winners | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Losers | 34 | 31 | 38 | 34 | 31 | 38 |
Bars Traded | 7283 | 3144 | 4139 | 7283 | 3144 | 4139 |
Profit Streak | 4.0641 | 0 | 12.3141 | 4.0641 | 0 | 12.3141 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349389 | 383224 | -324428 | -385939 | -99464 | -579641 |
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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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