Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221591.6282 | -12368.8583 | 233960.4866 | -8322.2626 | -45885.9799 | 37563.7173 |
Total P&L (%) | 221.5916 | -12.3689 | 233.9605 | -8.3223 | -45.886 | 37.5637 |
Avg Daily Profit (%) | 0.1447 | -0.0081 | 0.1527 | -0.0057 | -0.0401 | 0.0208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144646 | -123912 | -85560 | -609984 | -188133 | -501654 |
Profit Factor | 1.3344 | 0.9673 | 1.823 | 0.9943 | 0.9293 | 1.0464 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 198 | 94 | 104 | 198 | 94 | 104 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 77.6471 | 73.4375 | 81.8898 | 77.6471 | 73.4375 | 81.8898 |
Ratio Avg Win / Avg Loss | 0.3841 | 0.3499 | 0.4032 | 0.2862 | 0.3361 | 0.2314 |
Largest Winning Trade | 35594 | 35594 | 26970 | 97855 | 97855 | 96767 |
Largest Losing Trade | -72775 | -56128 | -72775 | -393573 | -107989 | -393573 |
Avg Bars in Trades | 23 | 19 | 26 | 23 | 19 | 26 |
Avg Bars in Winners | 11 | 7 | 16 | 11 | 7 | 16 |
Avg Bars in Losers | 62 | 54 | 72 | 62 | 54 | 72 |
Bars Traded | 5872 | 2533 | 3339 | 5872 | 2533 | 3339 |
Profit Streak | 23.1115 | 23.1115 | 47.3615 | 23.1115 | 23.1115 | 47.3615 |
Trades During Streak | 10 | 5 | 9 | 10 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 201918 | -575849 | 502658 | -573878 | -575849 | -332540 |
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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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