Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283829.3454 | 89452.8602 | 194376.4852 | 205646.5986 | -7593.5196 | 213240.1182 |
Total P&L (%) | 283.8293 | 89.4529 | 194.3765 | 205.6466 | -7.5935 | 213.2401 |
Avg Daily Profit (%) | 0.1873 | 0.059 | 0.1283 | 0.0738 | -0.0052 | 0.0754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157094 | -101711 | -58365 | -98708 | -165006 | -77290 |
Profit Factor | 1.3028 | 1.1782 | 1.4466 | 1.1794 | 0.9878 | 1.4088 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 122 | 54 | 68 | 122 | 54 | 68 |
Losing Trades | 144 | 79 | 65 | 144 | 79 | 65 |
Profitability (%) | 45.8647 | 40.6015 | 51.1278 | 45.8647 | 40.6015 | 51.1278 |
Ratio Avg Win / Avg Loss | 1.5378 | 1.7237 | 1.3828 | 1.3921 | 1.4452 | 1.3467 |
Largest Winning Trade | 61013 | 61013 | 56128 | 102744 | 102744 | 58227 |
Largest Losing Trade | -32629 | -19465 | -32629 | -45254 | -40025 | -45254 |
Avg Bars in Trades | 33 | 25 | 42 | 33 | 25 | 42 |
Avg Bars in Winners | 45 | 30 | 56 | 45 | 30 | 56 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 9027 | 3349 | 5678 | 9027 | 3349 | 5678 |
Profit Streak | 10.8658 | 0 | 25.5325 | 10.8658 | 0 | 25.5325 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329498 | -141050 | -19792 | -117206 | -582689 | -90564 |
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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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