Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299464.5889 | 219311.707 | 80152.8819 | -66784.9036 | 843.6875 | -67628.5912 |
Total P&L (%) | 299.4646 | 219.3117 | 80.1529 | -66.7849 | 0.8437 | -67.6286 |
Avg Daily Profit (%) | 0.1582 | 0.1158 | 0.0423 | -0.0582 | 0.0004 | -0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195647 | -107777 | -200164 | -680414 | -249980 | -526585 |
Profit Factor | 1.2428 | 1.406 | 1.1157 | 0.9485 | 1.0017 | 0.9139 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 134 | 59 | 75 | 128 | 55 | 73 |
Losing Trades | 110 | 63 | 47 | 116 | 67 | 49 |
Profitability (%) | 54.918 | 48.3607 | 61.4754 | 52.459 | 45.082 | 59.8361 |
Ratio Avg Win / Avg Loss | 1.0202 | 1.5013 | 0.6992 | 0.8596 | 1.2202 | 0.6134 |
Largest Winning Trade | 98304 | 98304 | 40622 | 380577 | 213333 | 380577 |
Largest Losing Trade | -150452 | -63052 | -150452 | -287817 | -98397 | -287817 |
Avg Bars in Trades | 23 | 23 | 22 | 23 | 23 | 22 |
Avg Bars in Winners | 19 | 17 | 20 | 19 | 18 | 20 |
Avg Bars in Losers | 27 | 28 | 25 | 26 | 27 | 25 |
Bars Traded | 5615 | 2844 | 2771 | 5615 | 2844 | 2771 |
Profit Streak | 6.2811 | 0 | 16.6144 | 6.2811 | 0 | 16.6144 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355799 | -37108 | -228709 | -578211 | -578569 | -578386 |
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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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