Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314426.3582 | 125837.5309 | 188588.8274 | 115020.6484 | -119471.3993 | 234492.0477 |
Total P&L (%) | 314.4264 | 125.8375 | 188.5888 | 115.0206 | -119.4714 | 234.492 |
Avg Daily Profit (%) | 0.204 | 0.0816 | 0.1223 | 0.0497 | 0 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146017 | -116382 | -92057 | -639684 | -509461 | -343378 |
Profit Factor | 1.2224 | 1.1813 | 1.2619 | 1.0222 | 0.9532 | 1.0891 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 166 | 81 | 85 | 166 | 81 | 85 |
Losing Trades | 209 | 107 | 102 | 209 | 107 | 102 |
Profitability (%) | 44.2667 | 43.0851 | 45.4545 | 44.2667 | 43.0851 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.539 | 1.5605 | 1.5143 | 1.287 | 1.2592 | 1.3069 |
Largest Winning Trade | 80218 | 80218 | 60734 | 207967 | 207967 | 115989 |
Largest Losing Trade | -34990 | -26269 | -34990 | -153694 | -153694 | -119243 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 4535 | 2075 | 2460 | 4535 | 2075 | 2460 |
Profit Streak | 14.3775 | 19.7109 | 0 | 14.3775 | 19.7109 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323150 | -105390 | -29806 | -322117 | -580537 | -211965 |
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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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