Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243550.0223 | 187141.143 | 56408.8793 | 233144.6466 | -214438.4418 | 447583.0884 |
Total P&L (%) | 243.55 | 187.1411 | 56.4089 | 233.1446 | -214.4384 | 447.5831 |
Avg Daily Profit (%) | 0.2338 | 0.1797 | 0.0542 | 0.1156 | 0 | 0.1634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122917 | -81961 | -65346 | -1543977 | -1205379 | -405715 |
Profit Factor | 1.4874 | 1.5812 | 1.3175 | 1.0671 | 0.9217 | 1.6099 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 65.0794 | 65.9574 | 64.2105 | 65.0794 | 65.9574 | 64.2105 |
Ratio Avg Win / Avg Loss | 0.7981 | 0.8161 | 0.7343 | 0.5726 | 0.4757 | 0.8973 |
Largest Winning Trade | 24750 | 24750 | 13375 | 340846 | 340846 | 149025 |
Largest Losing Trade | -62638 | -62638 | -31719 | -1169464 | -1169464 | -215923 |
Avg Bars in Trades | 128 | 231 | 26 | 128 | 231 | 26 |
Avg Bars in Winners | 64 | 110 | 16 | 64 | 110 | 16 |
Avg Bars in Losers | 247 | 465 | 42 | 247 | 465 | 42 |
Bars Traded | 24236 | 21757 | 2479 | 24236 | 21757 | 2479 |
Profit Streak | 6.9384 | 0 | 42.5634 | 6.9384 | 0 | 42.5634 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399660 | 346528 | -119897 | -183409 | -578734 | 383826 |
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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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