Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277045.9846 | 268749.3237 | 8296.6609 | -34650.5204 | -4086.6991 | -30563.8213 |
Total P&L (%) | 277.046 | 268.7493 | 8.2967 | -34.6505 | -4.0867 | -30.5638 |
Avg Daily Profit (%) | 0.2573 | 0.2496 | 0.0077 | -0.0395 | -0.0039 | -0.0339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182201 | -137006 | -109015 | -194671 | -142884 | -78042 |
Profit Factor | 1.3395 | 1.5562 | 1.0249 | 0.9357 | 0.9875 | 0.8568 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 108 | 46 | 62 | 108 | 46 | 62 |
Losing Trades | 140 | 78 | 62 | 140 | 78 | 62 |
Profitability (%) | 43.5484 | 37.0968 | 50 | 43.5484 | 37.0968 | 50 |
Ratio Avg Win / Avg Loss | 1.7364 | 2.6388 | 1.0249 | 1.213 | 1.6744 | 0.8568 |
Largest Winning Trade | 380155 | 380155 | 28996 | 170808 | 170808 | 22030 |
Largest Losing Trade | -23034 | -23034 | -20455 | -29230 | -29230 | -24090 |
Avg Bars in Trades | 12 | 18 | 7 | 12 | 18 | 7 |
Avg Bars in Winners | 16 | 27 | 8 | 16 | 27 | 8 |
Avg Bars in Losers | 9 | 13 | 5 | 9 | 13 | 5 |
Bars Traded | 3184 | 2316 | 868 | 3184 | 2316 | 868 |
Profit Streak | 7.3988 | 0 | 11.7322 | 7.3988 | 0 | 11.7322 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334572 | 210272 | -540741 | -579364 | -582965 | -580097 |
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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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