Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350003.163 | 118449.393 | 231553.7699 | 90955.9339 | -10584.2803 | 101540.2142 |
Total P&L (%) | 350.0032 | 118.4494 | 231.5538 | 90.9559 | -10.5843 | 101.5402 |
Avg Daily Profit (%) | 0.2103 | 0.0712 | 0.1391 | 0.0389 | -0.0067 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145170 | -103316 | -116969 | -312113 | -219922 | -283500 |
Profit Factor | 1.2891 | 1.1877 | 1.3995 | 1.045 | 0.9894 | 1.0994 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 167 | 72 | 95 | 167 | 72 | 95 |
Losing Trades | 145 | 84 | 61 | 145 | 84 | 61 |
Profitability (%) | 53.5256 | 46.1538 | 60.8974 | 53.5256 | 46.1538 | 60.8974 |
Ratio Avg Win / Avg Loss | 1.1193 | 1.3856 | 0.8987 | 0.9074 | 1.1543 | 0.7059 |
Largest Winning Trade | 82199 | 82199 | 32889 | 157120 | 157120 | 63208 |
Largest Losing Trade | -69961 | -38590 | -69961 | -243652 | -59148 | -243652 |
Avg Bars in Trades | 20 | 23 | 18 | 20 | 23 | 18 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 22 | 25 | 18 | 22 | 25 | 18 |
Bars Traded | 6506 | 3605 | 2901 | 6506 | 3605 | 2901 |
Profit Streak | 14.8111 | 0 | 21.5611 | 14.8111 | 0 | 21.5611 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384517 | -112947 | -5266 | -310680 | -580067 | -246525 |
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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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