Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357522.867 | 316963.0506 | 40559.8165 | 91118.4891 | 351749.4981 | -260631.009 |
Total P&L (%) | 357.5229 | 316.9631 | 40.5598 | 91.1185 | 351.7495 | -260.631 |
Avg Daily Profit (%) | 0.1627 | 0.1442 | 0.0185 | 0.0295 | 0.0686 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216105 | -146451 | -132578 | -888564 | -377550 | -687038 |
Profit Factor | 1.3216 | 1.5542 | 1.0751 | 1.0299 | 1.2396 | 0.8355 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 126 | 68 | 58 | 126 | 68 | 58 |
Profitability (%) | 44 | 39.823 | 48.2143 | 44 | 39.823 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.682 | 2.3486 | 1.1548 | 1.3107 | 1.8732 | 0.8974 |
Largest Winning Trade | 124699 | 124699 | 41472 | 279491 | 197733 | 279491 |
Largest Losing Trade | -30073 | -30073 | -25108 | -194536 | -147178 | -194536 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 6546 | 3388 | 3158 | 6546 | 3388 | 3158 |
Profit Streak | 42.9941 | 42.9941 | 81.3274 | 42.9941 | 42.9941 | 81.3274 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314580 | -1136 | -307947 | -341083 | -103841 | -580488 |
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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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