Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297166.2431 | 93143.8018 | 204022.4413 | 224792.5203 | -166972.0501 | 391764.5704 |
Total P&L (%) | 297.1662 | 93.1438 | 204.0224 | 224.7925 | -166.9721 | 391.7646 |
Avg Daily Profit (%) | 0.1968 | 0.0617 | 0.1351 | 0.0781 | 0 | 0.1056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85384 | -84487 | -45504 | -308095 | -330093 | -83846 |
Profit Factor | 1.3263 | 1.1717 | 1.5539 | 1.1252 | 0.8501 | 1.5746 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 117 | 47 | 70 | 117 | 47 | 70 |
Losing Trades | 154 | 88 | 66 | 154 | 88 | 66 |
Profitability (%) | 43.1734 | 34.8148 | 51.4706 | 43.1734 | 34.8148 | 51.4706 |
Ratio Avg Win / Avg Loss | 1.7457 | 2.1938 | 1.4651 | 1.481 | 1.5917 | 1.4846 |
Largest Winning Trade | 86715 | 86715 | 34255 | 96189 | 96189 | 73749 |
Largest Losing Trade | -42166 | -27987 | -42166 | -139489 | -139489 | -56944 |
Avg Bars in Trades | 16 | 22 | 10 | 16 | 22 | 10 |
Avg Bars in Winners | 19 | 31 | 12 | 19 | 31 | 12 |
Avg Bars in Losers | 14 | 18 | 8 | 14 | 18 | 8 |
Bars Traded | 4480 | 3062 | 1418 | 4480 | 3062 | 1418 |
Profit Streak | 8.3158 | 0 | 9.3158 | 8.3158 | 0 | 9.3158 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311855 | -146903 | -10037 | -171857 | -583824 | -49351 |
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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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