Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339870.399 | 242581.7597 | 97288.6393 | 318301.676 | -73059.902 | 391361.5781 |
Total P&L (%) | 339.8704 | 242.5818 | 97.2886 | 318.3017 | -73.0599 | 391.3616 |
Avg Daily Profit (%) | 0.3263 | 0.2329 | 0.0934 | 0.1375 | -0.1258 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113922 | -87440 | -74866 | -977823 | -879101 | -519244 |
Profit Factor | 1.3903 | 1.5375 | 1.232 | 1.0729 | 0.9698 | 1.2009 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Profitability (%) | 44.1441 | 42.3423 | 45.9459 | 44.1441 | 42.3423 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.7592 | 2.0936 | 1.4494 | 1.3576 | 1.3205 | 1.4129 |
Largest Winning Trade | 142693 | 142693 | 31738 | 229681 | 229681 | 154996 |
Largest Losing Trade | -24360 | -24360 | -23163 | -265807 | -265807 | -181402 |
Avg Bars in Trades | 110 | 113 | 108 | 110 | 113 | 108 |
Avg Bars in Winners | 143 | 146 | 141 | 143 | 146 | 141 |
Avg Bars in Losers | 85 | 89 | 80 | 85 | 89 | 80 |
Bars Traded | 24631 | 12618 | 12013 | 24631 | 12618 | 12013 |
Profit Streak | 10.4688 | 0 | 13.3021 | 10.4688 | 0 | 13.3021 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359440 | 263212 | -69839 | -150266 | -582348 | 196805 |
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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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