Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279376.2416 | 62152.6309 | 217223.6106 | 356418.574 | 95991.8039 | 260426.7701 |
Total P&L (%) | 279.3762 | 62.1526 | 217.2236 | 356.4186 | 95.9918 | 260.4268 |
Avg Daily Profit (%) | 0.2685 | 0.0597 | 0.2088 | 0.146 | 0.0647 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68846 | -78593 | -65375 | -154868 | -150153 | -96520 |
Profit Factor | 1.3706 | 1.1443 | 1.6723 | 1.282 | 1.1349 | 1.4713 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 59.5556 | 58.4071 | 60.7143 | 59.5556 | 58.4071 | 60.7143 |
Ratio Avg Win / Avg Loss | 0.9308 | 0.8149 | 1.0821 | 0.8706 | 0.8082 | 0.952 |
Largest Winning Trade | 30094 | 25456 | 30094 | 86215 | 86215 | 46846 |
Largest Losing Trade | -33117 | -27797 | -33117 | -54331 | -50590 | -54331 |
Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Winners | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Losers | 75 | 78 | 73 | 75 | 78 | 73 |
Bars Traded | 12304 | 6410 | 5894 | 12304 | 6410 | 5894 |
Profit Streak | 5.6813 | 6.3479 | 0 | 5.6813 | 6.3479 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366272 | -175636 | 391866 | 118804 | -178796 | -27825 |
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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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