Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277279.8 | 210852.484 | 66427.316 | 57507.7384 | 298438.9175 | -240931.1791 |
Total P&L (%) | 277.2798 | 210.8525 | 66.4273 | 57.5077 | 298.4389 | -240.9312 |
Avg Daily Profit (%) | 0.1947 | 0.1481 | 0.0466 | 0.0319 | 0.0971 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152321 | -81061 | -119291 | -793994 | -281656 | -561788 |
Profit Factor | 1.3008 | 1.3981 | 1.1694 | 1.027 | 1.2796 | 0.7729 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 50.2564 | 44.3299 | 56.1224 | 50.2564 | 44.3299 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.2875 | 1.7557 | 0.9143 | 1.0165 | 1.607 | 0.6043 |
Largest Winning Trade | 80982 | 80982 | 45388 | 307777 | 307777 | 149096 |
Largest Losing Trade | -48845 | -48845 | -29788 | -151595 | -95684 | -151595 |
Avg Bars in Trades | 14 | 19 | 9 | 14 | 19 | 9 |
Avg Bars in Winners | 13 | 19 | 9 | 13 | 19 | 9 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 2780 | 1852 | 928 | 2780 | 1852 | 928 |
Profit Streak | 15.1352 | 0 | 70.6352 | 15.1352 | 0 | 70.6352 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344943 | 150959 | -164554 | -339982 | -64458 | -578621 |
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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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