Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177219.593 | 121310.1498 | 55909.4432 | 43526.5065 | 97311.6204 | -53785.1139 |
Total P&L (%) | 177.2196 | 121.3102 | 55.9094 | 43.5265 | 97.3116 | -53.7851 |
Avg Daily Profit (%) | 0.1648 | 0.1128 | 0.052 | 0.0336 | 0.0632 | -0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103713 | -71362 | -108953 | -189487 | -99027 | -197539 |
Profit Factor | 1.2308 | 1.2855 | 1.163 | 1.0479 | 1.2077 | 0.8781 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 116 | 50 | 66 | 116 | 50 | 66 |
Losing Trades | 127 | 71 | 56 | 127 | 71 | 56 |
Profitability (%) | 47.7366 | 41.3223 | 54.0984 | 47.7366 | 41.3223 | 54.0984 |
Ratio Avg Win / Avg Loss | 1.3475 | 1.8254 | 0.9868 | 1.1472 | 1.715 | 0.745 |
Largest Winning Trade | 68398 | 68398 | 36934 | 93340 | 93340 | 36452 |
Largest Losing Trade | -50615 | -33868 | -50615 | -84419 | -32010 | -84419 |
Avg Bars in Trades | 17 | 26 | 8 | 17 | 26 | 8 |
Avg Bars in Winners | 19 | 30 | 10 | 19 | 30 | 10 |
Avg Bars in Losers | 16 | 23 | 7 | 16 | 23 | 7 |
Bars Traded | 4250 | 3175 | 1075 | 4250 | 3175 | 1075 |
Profit Streak | 6.37 | 0 | 10.62 | 6.37 | 0 | 10.62 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300310 | -44637 | -166059 | -316440 | -111224 | -579549 |
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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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