Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231966.9647 | 51404.4892 | 180562.4755 | 101909.7747 | -240581.3428 | 342491.1175 |
Total P&L (%) | 231.967 | 51.4045 | 180.5625 | 101.9098 | -240.5813 | 342.4911 |
Avg Daily Profit (%) | 0.1802 | 0.0399 | 0.1403 | 0.0546 | 0 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136455 | -109415 | -76205 | -517405 | -394343 | -251506 |
Profit Factor | 1.3065 | 1.1163 | 1.5736 | 1.0418 | 0.8316 | 1.3384 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 120 | 53 | 67 | 120 | 53 | 67 |
Losing Trades | 105 | 60 | 45 | 105 | 60 | 45 |
Profitability (%) | 53.3333 | 46.9027 | 59.8214 | 53.3333 | 46.9027 | 59.8214 |
Ratio Avg Win / Avg Loss | 1.1431 | 1.2637 | 1.0569 | 0.9115 | 0.9415 | 0.8989 |
Largest Winning Trade | 87951 | 87951 | 47818 | 150395 | 150395 | 109755 |
Largest Losing Trade | -30762 | -30762 | -28151 | -134329 | -134329 | -83812 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 7527 | 3616 | 3910 | 7527 | 3616 | 3910 |
Profit Streak | 7.5793 | 38.5793 | 0 | 7.5793 | 38.5793 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355075 | -233468 | -2994 | -293978 | -580805 | -38989 |
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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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