Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264204.6381 | 274800.8735 | -10596.2354 | -68386.0595 | -68880.1324 | 494.073 |
Total P&L (%) | 264.2046 | 274.8009 | -10.5962 | -68.3861 | -68.8801 | 0.4941 |
Avg Daily Profit (%) | 0.149 | 0.155 | -0.006 | -0.0649 | -0.0658 | 0.0003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240739 | -150576 | -105169 | -1710555 | -1594505 | -359254 |
Profit Factor | 1.2451 | 1.4351 | 0.9762 | 0.9843 | 0.9767 | 1.0004 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Losing Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Profitability (%) | 57.0213 | 60.6838 | 53.3898 | 57.0213 | 60.6838 | 53.3898 |
Ratio Avg Win / Avg Loss | 0.9385 | 0.9298 | 0.8523 | 0.7419 | 0.6328 | 0.8733 |
Largest Winning Trade | 86740 | 86740 | 31011 | 462149 | 462149 | 178367 |
Largest Losing Trade | -71639 | -71639 | -21174 | -824117 | -824117 | -152427 |
Avg Bars in Trades | 21 | 34 | 9 | 21 | 34 | 9 |
Avg Bars in Winners | 14 | 18 | 11 | 14 | 18 | 11 |
Avg Bars in Losers | 30 | 58 | 6 | 30 | 58 | 6 |
Bars Traded | 5065 | 3990 | 1075 | 5065 | 3990 | 1075 |
Profit Streak | 9.7432 | 12.7432 | 9.7432 | 9.7432 | 12.7432 | 9.7432 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269555 | 313296 | -579636 | -577254 | -578554 | -578878 |
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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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