Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310016.7858 | 230102.5199 | 79914.2659 | 317198.1218 | -7587.8016 | 324785.9234 |
Total P&L (%) | 310.0168 | 230.1025 | 79.9143 | 317.1981 | -7.5878 | 324.7859 |
Avg Daily Profit (%) | 0.2976 | 0.2209 | 0.0767 | 0.1372 | -0.0076 | 0.139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100393 | -57058 | -53758 | -423649 | -327236 | -206249 |
Profit Factor | 1.7623 | 2.1219 | 1.3965 | 1.2159 | 0.9903 | 1.4703 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 41.2587 | 37.5 | 45.0704 | 41.2587 | 37.5 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.5091 | 3.5364 | 1.702 | 1.7312 | 1.6504 | 1.7919 |
Largest Winning Trade | 174064 | 174064 | 37048 | 209266 | 209266 | 190154 |
Largest Losing Trade | -19973 | -15060 | -19973 | -85279 | -76100 | -85279 |
Avg Bars in Trades | 172 | 157 | 188 | 172 | 157 | 188 |
Avg Bars in Winners | 284 | 242 | 319 | 284 | 242 | 319 |
Avg Bars in Losers | 94 | 106 | 80 | 94 | 106 | 80 |
Bars Traded | 24702 | 11343 | 13359 | 24702 | 11343 | 13359 |
Profit Streak | 0 | 0 | 17.5697 | 0 | 0 | 17.5697 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315937 | -72484 | -177040 | -12187 | -662319 | -93609 |
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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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