Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291357.2319 | 99456.6581 | 191900.5738 | 184465.4542 | -80697.8148 | 265163.269 |
Total P&L (%) | 291.3572 | 99.4567 | 191.9006 | 184.4655 | -80.6978 | 265.1633 |
Avg Daily Profit (%) | 0.1957 | 0.0668 | 0.1289 | 0.0702 | -0.1104 | 0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116127 | -70889 | -61882 | -501154 | -336795 | -315679 |
Profit Factor | 1.5016 | 1.3764 | 1.606 | 1.0888 | 0.9112 | 1.2267 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 50.3145 | 51.8987 | 48.75 | 50.3145 | 51.8987 | 48.75 |
Ratio Avg Win / Avg Loss | 1.4828 | 1.2757 | 1.6884 | 1.0751 | 0.8445 | 1.2896 |
Largest Winning Trade | 136614 | 136614 | 65801 | 205746 | 205746 | 174227 |
Largest Losing Trade | -43581 | -31680 | -43581 | -155959 | -103788 | -155959 |
Avg Bars in Trades | 35 | 29 | 42 | 35 | 29 | 42 |
Avg Bars in Winners | 47 | 36 | 59 | 47 | 36 | 59 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 5709 | 2322 | 3387 | 5709 | 2322 | 3387 |
Profit Streak | 16.1847 | 29.1847 | 16.1847 | 16.1847 | 29.1847 | 16.1847 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390357 | -128610 | -37267 | -220093 | -606206 | -96491 |
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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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