Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239239.4576 | -1522.9011 | 240762.3587 | 73634.8557 | -166713.9434 | 240348.7991 |
Total P&L (%) | 239.2395 | -1.5229 | 240.7624 | 73.6349 | -166.7139 | 240.3488 |
Avg Daily Profit (%) | 0.1566 | -0.001 | 0.1576 | 0.0361 | 0 | 0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150817 | -110138 | -125211 | -421321 | -298920 | -302446 |
Profit Factor | 1.263 | 0.9968 | 1.5628 | 1.0386 | 0.8244 | 1.2508 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 102 | 43 | 59 | 102 | 43 | 59 |
Losing Trades | 123 | 70 | 53 | 123 | 70 | 53 |
Profitability (%) | 45.3333 | 38.0531 | 52.6786 | 45.3333 | 38.0531 | 52.6786 |
Ratio Avg Win / Avg Loss | 1.5231 | 1.6228 | 1.4039 | 1.2524 | 1.342 | 1.1236 |
Largest Winning Trade | 46990 | 46990 | 40511 | 105134 | 105134 | 101922 |
Largest Losing Trade | -53181 | -26504 | -53181 | -220662 | -74207 | -220662 |
Avg Bars in Trades | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Winners | 16 | 12 | 19 | 16 | 12 | 19 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 2992 | 1185 | 1807 | 2992 | 1185 | 1807 |
Profit Streak | 19.9464 | 19.9464 | 21.9464 | 19.9464 | 19.9464 | 21.9464 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321279 | -582066 | 355186 | -322011 | -583177 | -85186 |
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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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