Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276000.473 | 115755.6597 | 160244.8133 | 34779.4203 | -43374.397 | 78153.8173 |
Total P&L (%) | 276.0005 | 115.7557 | 160.2448 | 34.7794 | -43.3744 | 78.1538 |
Avg Daily Profit (%) | 0.1825 | 0.0765 | 0.1059 | 0.0197 | -0.0376 | 0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147419 | -99192 | -111497 | -83213 | -69010 | -66371 |
Profit Factor | 1.2681 | 1.2053 | 1.3442 | 1.0557 | 0.873 | 1.2763 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 121 | 56 | 65 | 121 | 56 | 65 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 50.6276 | 47.0588 | 54.1667 | 50.6276 | 47.0588 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.2367 | 1.356 | 1.1374 | 1.0295 | 0.9821 | 1.0799 |
Largest Winning Trade | 138917 | 138917 | 29100 | 24170 | 24170 | 19478 |
Largest Losing Trade | -51455 | -29503 | -51455 | -28527 | -24184 | -28527 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3007 | 1500 | 1507 | 3007 | 1500 | 1507 |
Profit Streak | 13.4993 | 0 | 19.9993 | 13.4993 | 0 | 19.9993 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344611 | -92361 | -50051 | -326226 | -581882 | -140812 |
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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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