Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433073.914 | 177417.3052 | 255656.6088 | 350088.0699 | -88016.4031 | 438104.473 |
Total P&L (%) | 433.0739 | 177.4173 | 255.6566 | 350.0881 | -88.0164 | 438.1045 |
Avg Daily Profit (%) | 0.2594 | 0.1063 | 0.1531 | 0.0902 | -0.127 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104927 | -112232 | -91952 | -893154 | -863377 | -575719 |
Profit Factor | 1.3601 | 1.2683 | 1.4721 | 1.0591 | 0.9728 | 1.1626 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 130 | 55 | 75 | 130 | 55 | 75 |
Losing Trades | 177 | 98 | 79 | 177 | 98 | 79 |
Profitability (%) | 42.3453 | 35.9477 | 48.7013 | 42.3453 | 35.9477 | 48.7013 |
Ratio Avg Win / Avg Loss | 1.8518 | 2.2599 | 1.5506 | 1.442 | 1.7333 | 1.2246 |
Largest Winning Trade | 162412 | 162412 | 39727 | 674329 | 674329 | 171489 |
Largest Losing Trade | -42999 | -42999 | -23460 | -286049 | -286049 | -131038 |
Avg Bars in Trades | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Winners | 21 | 34 | 12 | 21 | 34 | 12 |
Avg Bars in Losers | 11 | 15 | 7 | 11 | 15 | 7 |
Bars Traded | 4902 | 3421 | 1481 | 4902 | 3421 | 1481 |
Profit Streak | 19.805 | 0 | 20.805 | 19.805 | 0 | 20.805 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329535 | -55037 | 361583 | -228695 | -582941 | -99466 |
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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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