Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314749.2367 | 215722.1142 | 99027.1225 | -13589.8452 | 10852.9851 | -24442.8303 |
Total P&L (%) | 314.7492 | 215.7221 | 99.0271 | -13.5898 | 10.853 | -24.4428 |
Avg Daily Profit (%) | 0.1663 | 0.114 | 0.0523 | -0.0077 | 0.0054 | -0.0148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186834 | -185064 | -99856 | -233765 | -132312 | -143957 |
Profit Factor | 1.282 | 1.371 | 1.1852 | 0.9825 | 1.0287 | 0.9386 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 108 | 61 | 47 | 108 | 61 | 47 |
Profitability (%) | 50.4587 | 44.0367 | 56.8807 | 50.4587 | 44.0367 | 56.8807 |
Ratio Avg Win / Avg Loss | 1.2587 | 1.7423 | 0.8985 | 0.9646 | 1.3073 | 0.7115 |
Largest Winning Trade | 142505 | 142505 | 56839 | 78346 | 78346 | 43525 |
Largest Losing Trade | -49717 | -26282 | -49717 | -77095 | -34589 | -77095 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 3632 | 1901 | 1732 | 3632 | 1901 | 1732 |
Profit Streak | 7.9044 | 0 | 137.4044 | 7.9044 | 0 | 137.4044 |
Trades During Streak | 1 | 0 | 11 | 1 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340590 | -41499 | -138957 | -578624 | -516071 | -578269 |
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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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