Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280973.113 | 243572.2018 | 37400.9112 | -29470.3208 | 11878.1252 | -41348.446 |
Total P&L (%) | 280.9731 | 243.5722 | 37.4009 | -29.4703 | 11.8781 | -41.3484 |
Avg Daily Profit (%) | 0.2301 | 0.1995 | 0.0306 | -0.0286 | 0.0092 | -0.0437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113028 | -73554 | -155229 | -67839 | -39631 | -80404 |
Profit Factor | 1.2347 | 1.4513 | 1.0569 | 0.9318 | 1.0582 | 0.8188 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 151 | 78 | 73 | 151 | 78 | 73 |
Losing Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Profitability (%) | 49.835 | 51.3158 | 48.3444 | 49.835 | 51.3158 | 48.3444 |
Ratio Avg Win / Avg Loss | 1.2429 | 1.3769 | 1.1293 | 0.938 | 1.0039 | 0.8749 |
Largest Winning Trade | 57906 | 57906 | 40763 | 26906 | 26906 | 12334 |
Largest Losing Trade | -85342 | -54233 | -85342 | -54233 | -54233 | -39175 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 3638 | 1900 | 1738 | 3638 | 1900 | 1738 |
Profit Streak | 2.8544 | 3.8544 | 0 | 2.8544 | 3.8544 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290754 | 322543 | -312503 | -580264 | -444052 | -580908 |
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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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