Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291916.3238 | 85027.1986 | 206889.1252 | 117116.0822 | -46755.143 | 163871.2253 |
Total P&L (%) | 291.9163 | 85.0272 | 206.8891 | 117.1161 | -46.7551 | 163.8712 |
Avg Daily Profit (%) | 0.1962 | 0.0571 | 0.139 | 0.0521 | -0.0423 | 0.0652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105494 | -152646 | -66819 | -390171 | -313448 | -217223 |
Profit Factor | 1.2998 | 1.1431 | 1.5453 | 1.0577 | 0.9586 | 1.182 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 151 | 63 | 88 | 151 | 63 | 88 |
Losing Trades | 115 | 70 | 45 | 115 | 70 | 45 |
Profitability (%) | 56.7669 | 47.3684 | 66.1654 | 56.7669 | 47.3684 | 66.1654 |
Ratio Avg Win / Avg Loss | 0.9899 | 1.2701 | 0.7902 | 0.8055 | 1.0651 | 0.6044 |
Largest Winning Trade | 63099 | 63099 | 24786 | 86292 | 86292 | 79106 |
Largest Losing Trade | -62454 | -27639 | -62454 | -186578 | -124749 | -186578 |
Avg Bars in Trades | 22 | 27 | 17 | 22 | 27 | 17 |
Avg Bars in Winners | 16 | 20 | 13 | 16 | 20 | 13 |
Avg Bars in Losers | 29 | 32 | 24 | 29 | 32 | 24 |
Bars Traded | 5893 | 3616 | 2277 | 5893 | 3616 | 2277 |
Profit Streak | 72.6939 | 98.9439 | 72.6939 | 72.6939 | 98.9439 | 72.6939 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367159 | -179191 | -3859 | -277874 | -578581 | -124177 |
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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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