Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280808.456 | 159668.9955 | 121139.4605 | 297640.8159 | -93078.9466 | 390719.7625 |
Total P&L (%) | 280.8085 | 159.669 | 121.1395 | 297.6408 | -93.0789 | 390.7198 |
Avg Daily Profit (%) | 0.2696 | 0.1533 | 0.1163 | 0.1326 | -0.256 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120306 | -84590 | -58423 | -933541 | -782205 | -461102 |
Profit Factor | 1.4897 | 1.4943 | 1.4838 | 1.0941 | 0.9469 | 1.2769 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 140 | 76 | 64 | 140 | 76 | 64 |
Profitability (%) | 41.1765 | 36.1345 | 46.2185 | 41.1765 | 36.1345 | 46.2185 |
Ratio Avg Win / Avg Loss | 2.1281 | 2.641 | 1.7266 | 1.563 | 1.6735 | 1.4858 |
Largest Winning Trade | 172689 | 172689 | 25075 | 242390 | 242390 | 201070 |
Largest Losing Trade | -17816 | -14179 | -17816 | -186954 | -170048 | -186954 |
Avg Bars in Trades | 104 | 94 | 114 | 104 | 94 | 114 |
Avg Bars in Winners | 159 | 149 | 167 | 159 | 149 | 167 |
Avg Bars in Losers | 65 | 63 | 68 | 65 | 63 | 68 |
Bars Traded | 24803 | 11205 | 13598 | 24803 | 11205 | 13598 |
Profit Streak | 9.7199 | 0 | 12.2616 | 9.7199 | 0 | 12.2616 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325748 | 143052 | -36518 | -133416 | -583630 | 218558 |
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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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