Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332740.1686 | 280079.6571 | 52660.5116 | -55944.3998 | 188753.1711 | -244697.5709 |
Total P&L (%) | 332.7402 | 280.0797 | 52.6605 | -55.9444 | 188.7532 | -244.6976 |
Avg Daily Profit (%) | 0.2076 | 0.1747 | 0.0329 | -0.0511 | 0.0662 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142539 | -96407 | -161328 | -217889 | -86434 | -256034 |
Profit Factor | 1.3042 | 1.5624 | 1.0884 | 0.9401 | 1.6 | 0.6053 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 57.9186 | 53.6364 | 62.1622 | 57.9186 | 53.6364 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.9476 | 1.3505 | 0.6625 | 0.6831 | 1.3831 | 0.3685 |
Largest Winning Trade | 115222 | 115222 | 27957 | 99184 | 99184 | 26281 |
Largest Losing Trade | -85847 | -31430 | -85847 | -151510 | -48810 | -151510 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 3053 | 1557 | 1496 | 3053 | 1557 | 1496 |
Profit Streak | 9.0636 | 0 | 84.5636 | 9.0636 | 0 | 84.5636 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333270 | 344878 | -272030 | -577649 | -102170 | -577683 |
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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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