Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331225.0347 | 243141.0955 | 88083.9392 | 93650.6311 | 235339.0872 | -141688.4562 |
Total P&L (%) | 331.225 | 243.1411 | 88.0839 | 93.6506 | 235.3391 | -141.6885 |
Avg Daily Profit (%) | 0.159 | 0.1167 | 0.0423 | 0.0317 | 0.0581 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128991 | -125070 | -109167 | -695382 | -582728 | -722593 |
Profit Factor | 1.2765 | 1.4174 | 1.1432 | 1.0196 | 1.1044 | 0.9437 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 48.6891 | 46.6165 | 50.7463 | 48.6891 | 46.6165 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.3453 | 1.6231 | 1.1096 | 1.0745 | 1.2647 | 0.916 |
Largest Winning Trade | 68675 | 68675 | 45260 | 216696 | 216696 | 179286 |
Largest Losing Trade | -38393 | -38393 | -29870 | -200389 | -165427 | -200389 |
Avg Bars in Trades | 92 | 76 | 108 | 92 | 76 | 108 |
Avg Bars in Winners | 98 | 79 | 116 | 98 | 79 | 116 |
Avg Bars in Losers | 86 | 74 | 99 | 86 | 74 | 99 |
Bars Traded | 24720 | 10218 | 14502 | 24720 | 10218 | 14502 |
Profit Streak | 21.5957 | 0 | 22.7623 | 21.5957 | 0 | 22.7623 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311336 | -36800 | -198527 | -347999 | -222523 | -579840 |
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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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