Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293384.9437 | 35114.5884 | 258270.3553 | 249428.4162 | -156514.6545 | 405943.0708 |
Total P&L (%) | 293.3849 | 35.1146 | 258.2704 | 249.4284 | -156.5147 | 405.9431 |
Avg Daily Profit (%) | 0.1928 | 0.0231 | 0.1697 | 0.0823 | 0 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104316 | -90413 | -84101 | -488932 | -351393 | -258744 |
Profit Factor | 1.2549 | 1.0553 | 1.5008 | 1.0703 | 0.9183 | 1.2491 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 186 | 84 | 102 | 186 | 84 | 102 |
Losing Trades | 151 | 84 | 67 | 151 | 84 | 67 |
Profitability (%) | 55.1929 | 50 | 60.355 | 55.1929 | 50 | 60.355 |
Ratio Avg Win / Avg Loss | 1.0188 | 1.0553 | 0.9858 | 0.8689 | 0.9183 | 0.8205 |
Largest Winning Trade | 37016 | 37016 | 26704 | 111361 | 111361 | 75527 |
Largest Losing Trade | -31123 | -31123 | -22173 | -135445 | -135445 | -113006 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4345 | 2165 | 2180 | 4345 | 2165 | 2180 |
Profit Streak | 5.0586 | 0 | 17.7252 | 5.0586 | 0 | 17.7252 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388691 | -323816 | 360827 | -224528 | -580175 | -49548 |
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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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