Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275840.8527 | 193686.9788 | 82153.8739 | 721328.7272 | 825160.0799 | -103831.3527 |
Total P&L (%) | 275.8409 | 193.687 | 82.1539 | 721.3287 | 825.1601 | -103.8314 |
Avg Daily Profit (%) | 0.5296 | 0.3719 | 0.1577 | 0.4051 | 0.4281 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66944 | -23595 | -64289 | -700578 | -208035 | -706441 |
Profit Factor | 1.7092 | 2.0664 | 1.3963 | 1.2826 | 1.7327 | 0.9272 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 38.7931 | 40.5172 | 37.069 | 38.7931 | 40.5172 | 37.069 |
Ratio Avg Win / Avg Loss | 2.6968 | 3.0336 | 2.3705 | 2.0237 | 2.5437 | 1.5741 |
Largest Winning Trade | 47304 | 47304 | 32257 | 345869 | 345869 | 326955 |
Largest Losing Trade | -14378 | -9354 | -14378 | -127839 | -85867 | -127839 |
Avg Bars in Trades | 106 | 100 | 113 | 106 | 100 | 113 |
Avg Bars in Winners | 198 | 177 | 220 | 198 | 177 | 220 |
Avg Bars in Losers | 48 | 47 | 50 | 48 | 47 | 50 |
Bars Traded | 24799 | 11655 | 13144 | 24799 | 11655 | 13144 |
Profit Streak | 5.3997 | 11.9414 | 0 | 5.3997 | 11.9414 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384228 | 345701 | 115203 | 283513 | 354811 | -583843 |
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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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