Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499217.8544 | 181895.7704 | 317322.084 | 804174.3626 | 205546.4931 | 598627.8694 |
Total P&L (%) | 499.2179 | 181.8958 | 317.3221 | 804.1744 | 205.5465 | 598.6279 |
Avg Daily Profit (%) | 0.3006 | 0.1095 | 0.1911 | 0.1327 | 0.0673 | 0.1171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123140 | -85508 | -104730 | -379887 | -290825 | -341922 |
Profit Factor | 1.5791 | 1.394 | 1.7924 | 1.3481 | 1.1638 | 1.5673 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 133 | 59 | 74 | 133 | 59 | 74 |
Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
Profitability (%) | 59.6413 | 53.1532 | 66.0714 | 59.6413 | 53.1532 | 66.0714 |
Ratio Avg Win / Avg Loss | 1.0686 | 1.2286 | 0.9204 | 0.9123 | 1.0257 | 0.8048 |
Largest Winning Trade | 82199 | 82199 | 42769 | 169282 | 169282 | 108419 |
Largest Losing Trade | -61836 | -51545 | -61836 | -208326 | -153847 | -208326 |
Avg Bars in Trades | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Winners | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Losers | 38 | 49 | 22 | 38 | 49 | 22 |
Bars Traded | 6425 | 4082 | 2343 | 6425 | 4082 | 2343 |
Profit Streak | 11.2735 | 0 | 18.0235 | 11.2735 | 0 | 18.0235 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489638 | -45963 | 408160 | -13454 | -143291 | -33006 |
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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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