Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306305.0447 | 35866.8188 | 270438.2259 | 313497.1396 | -117487.7857 | 430984.9253 |
Total P&L (%) | 306.305 | 35.8668 | 270.4382 | 313.4971 | -117.4878 | 430.9849 |
Avg Daily Profit (%) | 0.2012 | 0.0236 | 0.1776 | 0.0933 | 0 | 0.1097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71659 | -88849 | -69348 | -396222 | -369330 | -169452 |
Profit Factor | 1.3712 | 1.0796 | 1.7222 | 1.1342 | 0.9069 | 1.4012 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 98 | 39 | 59 | 98 | 39 | 59 |
Losing Trades | 169 | 94 | 75 | 169 | 94 | 75 |
Profitability (%) | 36.7041 | 29.3233 | 44.0299 | 36.7041 | 29.3233 | 44.0299 |
Ratio Avg Win / Avg Loss | 2.3646 | 2.602 | 2.1893 | 1.9558 | 2.186 | 1.7812 |
Largest Winning Trade | 99032 | 99032 | 38235 | 298578 | 298578 | 166257 |
Largest Losing Trade | -46149 | -14674 | -46149 | -104437 | -86346 | -104437 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4511 | 2119 | 2392 | 4511 | 2119 | 2392 |
Profit Streak | 10.5315 | 0 | 11.5315 | 10.5315 | 0 | 11.5315 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 230980 | -306562 | 326970 | -143143 | -588684 | -46328 |
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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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