Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427872.4022 | 393047.8369 | 34824.5653 | 72486.983 | 121493.6766 | -49006.6937 |
Total P&L (%) | 427.8724 | 393.0478 | 34.8246 | 72.487 | 121.4937 | -49.0067 |
Avg Daily Profit (%) | 0.171 | 0.1571 | 0.0139 | 0.0218 | 0.0318 | -0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115316 | -106401 | -145152 | -168194 | -159357 | -129055 |
Profit Factor | 1.3784 | 1.7595 | 1.0568 | 1.0584 | 1.2181 | 0.9285 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 46.4115 | 42.3077 | 50.4762 | 46.4115 | 42.3077 | 50.4762 |
Ratio Avg Win / Avg Loss | 1.5915 | 2.3993 | 1.0368 | 1.222 | 1.6611 | 0.9109 |
Largest Winning Trade | 219937 | 219937 | 44466 | 124613 | 124613 | 66920 |
Largest Losing Trade | -44237 | -24983 | -44237 | -88065 | -46398 | -88065 |
Avg Bars in Trades | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Winners | 33 | 34 | 32 | 33 | 34 | 32 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 4979 | 2506 | 2473 | 4979 | 2506 | 2473 |
Profit Streak | 19.0109 | 0 | 151.5109 | 19.0109 | 0 | 151.5109 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345008 | 273593 | -333513 | -319536 | -152709 | -579300 |
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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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