Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265891.8103 | 206215.3156 | 59676.4947 | -74026.181 | -66886.467 | -7139.7141 |
Total P&L (%) | 265.8918 | 206.2153 | 59.6765 | -74.0262 | -66.8865 | -7.1397 |
Avg Daily Profit (%) | 0.2598 | 0.2015 | 0.0583 | -0.1316 | -0.1079 | -0.0072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150526 | -136422 | -93771 | -321964 | -292250 | -86155 |
Profit Factor | 1.2654 | 1.3501 | 1.1445 | 0.9417 | 0.9154 | 0.9851 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Profitability (%) | 49.5192 | 44.2308 | 54.8077 | 49.5192 | 44.2308 | 54.8077 |
Ratio Avg Win / Avg Loss | 1.2899 | 1.7023 | 0.9437 | 0.96 | 1.1542 | 0.8123 |
Largest Winning Trade | 97845 | 97845 | 35157 | 98251 | 98251 | 49159 |
Largest Losing Trade | -93771 | -35153 | -93771 | -73046 | -71921 | -73046 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
Bars Traded | 2980 | 1539 | 1441 | 2980 | 1539 | 1441 |
Profit Streak | 9.2866 | 0 | 23.2866 | 9.2866 | 0 | 23.2866 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354633 | 248119 | -177330 | -578931 | -581354 | -579118 |
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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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