Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314337.7766 | 35716.7355 | 278621.0411 | 137520.7065 | -116339.0723 | 253859.7789 |
Total P&L (%) | 314.3378 | 35.7167 | 278.621 | 137.5207 | -116.3391 | 253.8598 |
Avg Daily Profit (%) | 0.2062 | 0.0234 | 0.1828 | 0.0568 | 0 | 0.0829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122189 | -100118 | -76509 | -399939 | -385632 | -328846 |
Profit Factor | 1.4342 | 1.0891 | 1.8622 | 1.0747 | 0.8777 | 1.285 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 178 | 85 | 93 | 178 | 85 | 93 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 79.4643 | 75.8929 | 83.0357 | 79.4643 | 75.8929 | 83.0357 |
Ratio Avg Win / Avg Loss | 0.3706 | 0.346 | 0.3804 | 0.2777 | 0.2788 | 0.2625 |
Largest Winning Trade | 27542 | 23562 | 27542 | 65776 | 32714 | 65776 |
Largest Losing Trade | -67910 | -58562 | -67910 | -236513 | -171849 | -236513 |
Avg Bars in Trades | 39 | 36 | 43 | 39 | 36 | 43 |
Avg Bars in Winners | 22 | 15 | 28 | 22 | 15 | 28 |
Avg Bars in Losers | 106 | 99 | 115 | 106 | 99 | 115 |
Bars Traded | 8853 | 4033 | 4820 | 8853 | 4033 | 4820 |
Profit Streak | 18.5654 | 18.5654 | 60.0654 | 18.5654 | 18.5654 | 60.0654 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489448 | -283431 | 505840 | -250495 | -575877 | -78064 |
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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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