Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283918.1992 | 182259.8275 | 101658.3716 | 69893.1542 | 120313.2805 | -50420.1263 |
Total P&L (%) | 283.9182 | 182.2598 | 101.6584 | 69.8932 | 120.3133 | -50.4201 |
Avg Daily Profit (%) | 0.1503 | 0.0965 | 0.0538 | 0.0281 | 0.0418 | -0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128217 | -78537 | -101507 | -190580 | -124400 | -165657 |
Profit Factor | 1.2735 | 1.3815 | 1.1815 | 1.0449 | 1.1674 | 0.9398 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 136 | 59 | 77 | 136 | 59 | 77 |
Losing Trades | 148 | 83 | 65 | 148 | 83 | 65 |
Profitability (%) | 47.8873 | 41.5493 | 54.2254 | 47.8873 | 41.5493 | 54.2254 |
Ratio Avg Win / Avg Loss | 1.3859 | 1.9435 | 0.9973 | 1.1371 | 1.6423 | 0.7933 |
Largest Winning Trade | 66309 | 66309 | 40128 | 93906 | 82974 | 93906 |
Largest Losing Trade | -61175 | -25924 | -61175 | -80609 | -58444 | -80609 |
Avg Bars in Trades | 19 | 15 | 22 | 19 | 15 | 22 |
Avg Bars in Winners | 22 | 17 | 25 | 22 | 17 | 25 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 5484 | 2268 | 3215 | 5484 | 2268 | 3215 |
Profit Streak | 20.0985 | 20.0985 | 32.7651 | 20.0985 | 20.0985 | 32.7651 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328466 | -65075 | -141988 | -324493 | -174896 | -579134 |
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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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