Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335764.3711 | 201892.8006 | 133871.5705 | 21366.8653 | 416452.2798 | -395085.4145 |
Total P&L (%) | 335.7644 | 201.8928 | 133.8716 | 21.3669 | 416.4523 | -395.0854 |
Avg Daily Profit (%) | 0.1768 | 0.1063 | 0.0705 | 0.0102 | 0.0865 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192724 | -156380 | -160926 | -709127 | -506108 | -743620 |
Profit Factor | 1.2553 | 1.3268 | 1.1919 | 1.0077 | 1.3582 | 0.7545 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Profitability (%) | 54.5455 | 51.8248 | 57.2464 | 54.5455 | 51.8248 | 57.2464 |
Ratio Avg Win / Avg Loss | 1.0461 | 1.2334 | 0.8902 | 0.8398 | 1.2625 | 0.5635 |
Largest Winning Trade | 80930 | 80930 | 37611 | 218425 | 218425 | 140700 |
Largest Losing Trade | -61283 | -58407 | -61283 | -285145 | -149468 | -285145 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5528 | 2765 | 2763 | 5528 | 2765 | 2763 |
Profit Streak | 7.411 | 0 | 54.411 | 7.411 | 0 | 54.411 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367870 | -50505 | -107390 | -395917 | -76738 | -578281 |
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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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