Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352419.0484 | 143489.2493 | 208929.7991 | 59075.875 | -209073.0403 | 268148.9153 |
Total P&L (%) | 352.419 | 143.4892 | 208.9298 | 59.0759 | -209.073 | 268.1489 |
Avg Daily Profit (%) | 0.2109 | 0.0859 | 0.125 | 0.0278 | 0 | 0.078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171482 | -127750 | -103948 | -934140 | -683852 | -627824 |
Profit Factor | 1.272 | 1.1978 | 1.3664 | 1.0111 | 0.9266 | 1.1093 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 44.0613 | 40.7692 | 47.3282 | 44.0613 | 40.7692 | 47.3282 |
Ratio Avg Win / Avg Loss | 1.6149 | 1.7402 | 1.5206 | 1.2837 | 1.3463 | 1.2346 |
Largest Winning Trade | 129956 | 129956 | 35985 | 284402 | 284402 | 170824 |
Largest Losing Trade | -34268 | -34268 | -26676 | -217263 | -217263 | -172507 |
Avg Bars in Trades | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Winners | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 4917 | 2625 | 2293 | 4917 | 2625 | 2293 |
Profit Streak | 39.1878 | 39.1878 | 40.5211 | 39.1878 | 39.1878 | 40.5211 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342021 | -83162 | -24508 | -364005 | -582085 | -189016 |
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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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