Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223194.7886 | 204117.7723 | 19077.0163 | -25138.8609 | -41524.1788 | 16385.3179 |
Total P&L (%) | 223.1948 | 204.1178 | 19.077 | -25.1389 | -41.5242 | 16.3853 |
Avg Daily Profit (%) | 0.1569 | 0.1435 | 0.0134 | -0.0203 | -0.0377 | 0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156872 | -119277 | -59536 | -93343 | -85616 | -16003 |
Profit Factor | 1.3528 | 1.4284 | 1.1221 | 0.9071 | 0.8139 | 1.3458 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 56.0284 | 47.1429 | 64.7887 | 56.0284 | 47.1429 | 64.7887 |
Ratio Avg Win / Avg Loss | 1.0617 | 1.6015 | 0.6098 | 0.7119 | 0.9126 | 0.7314 |
Largest Winning Trade | 131338 | 131338 | 11911 | 32428 | 32428 | 5368 |
Largest Losing Trade | -57199 | -57199 | -37523 | -56010 | -56010 | -12907 |
Avg Bars in Trades | 115 | 211 | 20 | 115 | 211 | 20 |
Avg Bars in Winners | 114 | 251 | 17 | 114 | 251 | 17 |
Avg Bars in Losers | 115 | 176 | 26 | 115 | 176 | 26 |
Bars Traded | 16266 | 14825 | 1441 | 16266 | 14825 | 1441 |
Profit Streak | 99.4397 | 99.4397 | 173.3564 | 99.4397 | 99.4397 | 173.3564 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366128 | -94535 | -353395 | -578266 | -675787 | -272288 |
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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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