Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316858.3384 | 105712.4282 | 211145.9102 | 250590.3909 | -5854.0434 | 256444.4343 |
Total P&L (%) | 316.8583 | 105.7124 | 211.1459 | 250.5904 | -5.854 | 256.4444 |
Avg Daily Profit (%) | 0.1966 | 0.0656 | 0.131 | 0.0779 | -0.0037 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103067 | -80667 | -74123 | -690786 | -452735 | -383261 |
Profit Factor | 1.368 | 1.2334 | 1.5175 | 1.0774 | 0.9965 | 1.1623 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 121 | 50 | 71 | 121 | 50 | 71 |
Losing Trades | 165 | 93 | 72 | 165 | 93 | 72 |
Profitability (%) | 42.3077 | 34.965 | 49.6504 | 42.3077 | 34.965 | 49.6504 |
Ratio Avg Win / Avg Loss | 1.8655 | 2.2941 | 1.5389 | 1.4692 | 1.8534 | 1.1787 |
Largest Winning Trade | 115677 | 115677 | 63528 | 258782 | 258782 | 163254 |
Largest Losing Trade | -27709 | -16873 | -27709 | -130696 | -82280 | -130696 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 6355 | 2726 | 3629 | 6355 | 2726 | 3629 |
Profit Streak | 23.0219 | 0 | 61.0219 | 23.0219 | 0 | 61.0219 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307134 | -110311 | -14667 | -225043 | -583744 | -128646 |
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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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