Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176879.7728 | 48096.1545 | 128783.6183 | 18166.44 | -9798.5689 | 27965.0089 |
Total P&L (%) | 176.8798 | 48.0962 | 128.7836 | 18.1664 | -9.7986 | 27.965 |
Avg Daily Profit (%) | 0.1587 | 0.0431 | 0.1155 | 0.015 | -0.0093 | 0.0221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114751 | -84617 | -77584 | -129511 | -87026 | -120395 |
Profit Factor | 1.2645 | 1.1352 | 1.4113 | 1.0341 | 0.9643 | 1.1084 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 56.2249 | 54.0323 | 58.4 | 56.2249 | 54.0323 | 58.4 |
Ratio Avg Win / Avg Loss | 0.9845 | 0.9658 | 1.0053 | 0.8051 | 0.8204 | 0.7895 |
Largest Winning Trade | 40559 | 40559 | 33698 | 42960 | 42960 | 17408 |
Largest Losing Trade | -75685 | -24326 | -75685 | -117023 | -31519 | -117023 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 11 | 8 | 13 | 11 | 8 | 13 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 3320 | 1580 | 1740 | 3320 | 1580 | 1740 |
Profit Streak | 10.1209 | 0 | 14.1209 | 10.1209 | 0 | 14.1209 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306582 | -209655 | -36256 | -362569 | -580202 | -267862 |
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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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