Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261790.907 | 217351.4483 | 44439.4587 | 4830.7053 | 73752.2162 | -68921.5108 |
Total P&L (%) | 261.7909 | 217.3514 | 44.4395 | 4.8307 | 73.7522 | -68.9215 |
Avg Daily Profit (%) | 0.2513 | 0.2087 | 0.0427 | 0.0045 | 0.0531 | -0.1121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150219 | -111394 | -93383 | -147394 | -107591 | -115373 |
Profit Factor | 1.2719 | 1.4836 | 1.0866 | 1.0053 | 1.1872 | 0.8673 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 177 | 85 | 92 | 177 | 85 | 92 |
Losing Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Profitability (%) | 58.804 | 56.2914 | 61.3333 | 58.804 | 56.2914 | 61.3333 |
Ratio Avg Win / Avg Loss | 0.8911 | 1.152 | 0.685 | 0.7043 | 0.9218 | 0.5468 |
Largest Winning Trade | 35017 | 35017 | 22072 | 40807 | 40807 | 36657 |
Largest Losing Trade | -83389 | -39555 | -83389 | -110019 | -70689 | -110019 |
Avg Bars in Trades | 82 | 84 | 79 | 82 | 84 | 79 |
Avg Bars in Winners | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Losers | 105 | 117 | 91 | 105 | 117 | 91 |
Bars Traded | 24731 | 12821 | 11910 | 24731 | 12821 | 11910 |
Profit Streak | 4.0573 | 4.0573 | 21.349 | 4.0573 | 4.0573 | 21.349 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335349 | 352279 | -261541 | -565911 | -137482 | -577610 |
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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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