Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216701.1135 | -52590.9127 | 269292.0262 | 115624.873 | -16350.3738 | 131975.2469 |
Total P&L (%) | 216.7011 | -52.5909 | 269.292 | 115.6249 | -16.3504 | 131.9752 |
Avg Daily Profit (%) | 0.1409 | -0.0342 | 0.1751 | 0.05 | -0.0116 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128039 | -83064 | -105810 | -791261 | -167746 | -741522 |
Profit Factor | 1.4091 | 0.8364 | 2.2934 | 1.067 | 0.9761 | 1.1269 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 171 | 72 | 99 | 171 | 72 | 99 |
Losing Trades | 46 | 37 | 9 | 46 | 37 | 9 |
Profitability (%) | 78.8018 | 66.055 | 91.6667 | 78.8018 | 66.055 | 91.6667 |
Ratio Avg Win / Avg Loss | 0.379 | 0.4298 | 0.2085 | 0.287 | 0.5016 | 0.1024 |
Largest Winning Trade | 27615 | 27615 | 20882 | 79137 | 79137 | 76367 |
Largest Losing Trade | -61932 | -44547 | -61932 | -569121 | -92227 | -569121 |
Avg Bars in Trades | 19 | 14 | 24 | 19 | 14 | 24 |
Avg Bars in Winners | 10 | 4 | 15 | 10 | 4 | 15 |
Avg Bars in Losers | 51 | 33 | 122 | 51 | 33 | 122 |
Bars Traded | 4232 | 1588 | 2644 | 4232 | 1588 | 2644 |
Profit Streak | 67.1125 | 100.7792 | 67.1125 | 67.1125 | 100.7792 | 67.1125 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 22702 | -577287 | 535215 | -268120 | -577287 | -196541 |
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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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