Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316840.4853 | 100298.6593 | 216541.826 | 181314.9707 | -12768.6989 | 194083.6696 |
Total P&L (%) | 316.8405 | 100.2987 | 216.5418 | 181.315 | -12.7687 | 194.0837 |
Avg Daily Profit (%) | 0.2065 | 0.0654 | 0.1411 | 0.0674 | -0.0089 | 0.0703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124459 | -108855 | -126576 | -259347 | -236944 | -172758 |
Profit Factor | 1.2947 | 1.1863 | 1.4035 | 1.0975 | 0.9867 | 1.2165 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 48.1328 | 44.6281 | 51.6667 | 48.1328 | 44.6281 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.3952 | 1.4719 | 1.3129 | 1.1827 | 1.2243 | 1.138 |
Largest Winning Trade | 68600 | 68600 | 36944 | 70781 | 70781 | 58005 |
Largest Losing Trade | -48959 | -19099 | -48959 | -67197 | -54753 | -67197 |
Avg Bars in Trades | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Winners | 15 | 12 | 17 | 15 | 12 | 17 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 3022 | 1225 | 1797 | 3022 | 1225 | 1797 |
Profit Streak | 6.5156 | 13.0156 | 0 | 6.5156 | 13.0156 | 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 | 332299 | -122707 | -3677 | -214625 | -580546 | -99212 |
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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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