Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289180.3536 | 145374.5291 | 143805.8245 | 457124.5315 | -44514.3732 | 501638.9047 |
Total P&L (%) | 289.1804 | 145.3745 | 143.8058 | 457.1245 | -44.5144 | 501.6389 |
Avg Daily Profit (%) | 0.2776 | 0.1396 | 0.1381 | 0.165 | -0.0565 | 0.1724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76541 | -63249 | -77209 | -393287 | -341082 | -234346 |
Profit Factor | 1.4391 | 1.4498 | 1.4288 | 1.2235 | 0.9591 | 1.5242 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 135 | 74 | 61 | 135 | 74 | 61 |
Profitability (%) | 40 | 33.9286 | 46.0177 | 40 | 33.9286 | 46.0177 |
Ratio Avg Win / Avg Loss | 2.1587 | 2.8233 | 1.6761 | 1.8352 | 1.8677 | 1.788 |
Largest Winning Trade | 70825 | 70825 | 32478 | 144252 | 144252 | 114827 |
Largest Losing Trade | -25466 | -16833 | -25466 | -79820 | -70460 | -79820 |
Avg Bars in Trades | 110 | 105 | 114 | 110 | 105 | 114 |
Avg Bars in Winners | 177 | 185 | 171 | 177 | 185 | 171 |
Avg Bars in Losers | 65 | 65 | 66 | 65 | 65 | 66 |
Bars Traded | 24828 | 11861 | 12967 | 24828 | 11861 | 12967 |
Profit Streak | 13.0034 | 0 | 14.8367 | 13.0034 | 0 | 14.8367 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296170 | -11123 | -7967 | 214090 | -584506 | 329493 |
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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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