Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348216.4522 | 344413.1181 | 3803.3341 | -41565.3186 | 125731.7669 | -167297.0855 |
Total P&L (%) | 348.2165 | 344.4131 | 3.8033 | -41.5653 | 125.7318 | -167.2971 |
Avg Daily Profit (%) | 0.1867 | 0.1846 | 0.002 | -0.0288 | 0.0437 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134628 | -84277 | -170700 | -283250 | -193622 | -255089 |
Profit Factor | 1.2246 | 1.5532 | 1.0041 | 0.9785 | 1.1552 | 0.8516 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Losing Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Profitability (%) | 47.1429 | 47.8571 | 46.4286 | 47.1429 | 47.8571 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.373 | 1.6923 | 1.1586 | 1.0972 | 1.2587 | 0.9826 |
Largest Winning Trade | 104441 | 104441 | 38334 | 127710 | 127710 | 60527 |
Largest Losing Trade | -53243 | -31784 | -53243 | -131506 | -55229 | -131506 |
Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Winners | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 7256 | 3466 | 3790 | 7256 | 3466 | 3790 |
Profit Streak | 21.9211 | 0 | 22.1711 | 21.9211 | 0 | 22.1711 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299186 | 341756 | -572630 | -577930 | -185093 | -581523 |
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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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