Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349430.163 | 248712.4543 | 100717.7087 | 132418.0164 | 129847.794 | 2570.2224 |
Total P&L (%) | 349.4302 | 248.7125 | 100.7177 | 132.418 | 129.8478 | 2.5702 |
Avg Daily Profit (%) | 0.1816 | 0.1293 | 0.0523 | 0.0438 | 0.0433 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95805 | -125838 | -113839 | -159638 | -131181 | -129775 |
Profit Factor | 1.33 | 1.4771 | 1.1874 | 1.1069 | 1.2203 | 1.004 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 133 | 72 | 61 | 133 | 72 | 61 |
Profitability (%) | 42.4242 | 37.931 | 46.9565 | 42.4242 | 37.931 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.805 | 2.417 | 1.3413 | 1.5022 | 1.9968 | 1.1341 |
Largest Winning Trade | 92623 | 92623 | 44455 | 94825 | 94825 | 70405 |
Largest Losing Trade | -38723 | -22119 | -38723 | -60386 | -25682 | -60386 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Losers | 16 | 14 | 17 | 16 | 14 | 17 |
Bars Traded | 5653 | 2587 | 3066 | 5653 | 2587 | 3066 |
Profit Streak | 82.7926 | 88.7926 | 82.7926 | 82.7926 | 88.7926 | 82.7926 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318225 | -21471 | -137605 | -236187 | -137711 | -573191 |
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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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