Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335192.6547 | 232292.7549 | 102899.8997 | 150763.2988 | 174150.2184 | -23386.9196 |
Total P&L (%) | 335.1927 | 232.2928 | 102.8999 | 150.7633 | 174.1502 | -23.3869 |
Avg Daily Profit (%) | 0.3268 | 0.2265 | 0.1003 | 0.0897 | 0.0984 | -0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161238 | -72812 | -110490 | -190415 | -136910 | -74915 |
Profit Factor | 1.3846 | 1.5563 | 1.2267 | 1.1885 | 1.4592 | 0.9444 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 137 | 72 | 65 | 137 | 72 | 65 |
Profitability (%) | 39.6476 | 36.2832 | 42.9825 | 39.6476 | 36.2832 | 42.9825 |
Ratio Avg Win / Avg Loss | 2.1077 | 2.733 | 1.6272 | 1.8091 | 2.5626 | 1.2528 |
Largest Winning Trade | 194940 | 194940 | 48706 | 205860 | 205860 | 65905 |
Largest Losing Trade | -29962 | -18175 | -29962 | -48628 | -36131 | -48628 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 2952 | 1482 | 1470 | 2952 | 1482 | 1470 |
Profit Streak | 13.5932 | 0 | 14.9265 | 13.5932 | 0 | 14.9265 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304484 | 190746 | -60408 | -87317 | -64781 | -581226 |
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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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