Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394927.3318 | 147639.3917 | 247287.9401 | 136169.7387 | 159670.1598 | -23500.4211 |
Total P&L (%) | 394.9273 | 147.6394 | 247.2879 | 136.1697 | 159.6702 | -23.5004 |
Avg Daily Profit (%) | 0.2656 | 0.0993 | 0.1663 | 0.0578 | 0.0642 | -0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94865 | -121859 | -97825 | -475498 | -216285 | -496251 |
Profit Factor | 1.4506 | 1.3189 | 1.598 | 1.0681 | 1.1775 | 0.9786 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 60.9756 | 55.3398 | 66.6667 | 60.9756 | 55.3398 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9284 | 1.0643 | 0.799 | 0.6836 | 0.9503 | 0.4893 |
Largest Winning Trade | 60110 | 60110 | 27391 | 133331 | 133331 | 67590 |
Largest Losing Trade | -87378 | -33693 | -87378 | -449627 | -96087 | -449627 |
Avg Bars in Trades | 86 | 89 | 82 | 86 | 89 | 82 |
Avg Bars in Winners | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Losers | 129 | 127 | 131 | 129 | 127 | 131 |
Bars Traded | 17642 | 9259 | 8383 | 17642 | 9259 | 8383 |
Profit Streak | 18.507 | 27.0904 | 18.507 | 18.507 | 27.0904 | 18.507 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413583 | -58806 | 370416 | -259008 | -132743 | -578059 |
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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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