Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300767.2805 | 96139.8183 | 204627.4622 | 45658.0762 | -84892.9827 | 130551.0589 |
Total P&L (%) | 300.7673 | 96.1398 | 204.6275 | 45.6581 | -84.893 | 130.5511 |
Avg Daily Profit (%) | 0.1804 | 0.0577 | 0.1227 | 0.0226 | -0.1133 | 0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153482 | -116952 | -115128 | -272144 | -262869 | -228018 |
Profit Factor | 1.354 | 1.213 | 1.5138 | 1.033 | 0.884 | 1.1998 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 105 | 46 | 59 | 105 | 46 | 59 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 57.0652 | 50 | 64.1304 | 57.0652 | 50 | 64.1304 |
Ratio Avg Win / Avg Loss | 1.0187 | 1.213 | 0.8467 | 0.7772 | 0.884 | 0.6711 |
Largest Winning Trade | 74339 | 74339 | 37014 | 70270 | 70270 | 61285 |
Largest Losing Trade | -62184 | -62184 | -57965 | -176718 | -107318 | -176718 |
Avg Bars in Trades | 25 | 31 | 20 | 25 | 31 | 20 |
Avg Bars in Winners | 20 | 25 | 16 | 20 | 25 | 16 |
Avg Bars in Losers | 33 | 38 | 26 | 33 | 38 | 26 |
Bars Traded | 4780 | 2929 | 1851 | 4780 | 2929 | 1851 |
Profit Streak | 17.5923 | 0 | 39.9257 | 17.5923 | 0 | 39.9257 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381293 | -116681 | -25938 | -347657 | -581086 | -124883 |
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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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