Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325959.0175 | 110542.6683 | 215416.3492 | 229183.4094 | -283990.4065 | 513173.8159 |
Total P&L (%) | 325.959 | 110.5427 | 215.4163 | 229.1834 | -283.9904 | 513.1738 |
Avg Daily Profit (%) | 0.2128 | 0.0722 | 0.1407 | 0.0778 | 0 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127597 | -98462 | -67641 | -500868 | -525861 | -302399 |
Profit Factor | 1.3371 | 1.2185 | 1.4674 | 1.0679 | 0.8434 | 1.3289 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 129 | 56 | 73 | 129 | 56 | 73 |
Losing Trades | 153 | 85 | 68 | 153 | 85 | 68 |
Profitability (%) | 45.7447 | 39.7163 | 51.7731 | 45.7447 | 39.7163 | 51.7731 |
Ratio Avg Win / Avg Loss | 1.5859 | 1.8495 | 1.3669 | 1.2666 | 1.2802 | 1.2379 |
Largest Winning Trade | 141616 | 141616 | 62341 | 163011 | 144218 | 163011 |
Largest Losing Trade | -27567 | -27567 | -23588 | -129808 | -129808 | -90416 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 23 | 29 | 20 | 23 | 29 | 20 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 6008 | 3211 | 2797 | 6008 | 3211 | 2797 |
Profit Streak | 9.9161 | 0 | 11.4161 | 9.9161 | 0 | 11.4161 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356922 | -99772 | -3196 | -234081 | -583013 | -33192 |
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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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