Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221204.4646 | -8092.5872 | 229297.0518 | 50958.4278 | -60267.5443 | 111225.9721 |
Total P&L (%) | 221.2045 | -8.0926 | 229.2971 | 50.9584 | -60.2675 | 111.226 |
Avg Daily Profit (%) | 0.1445 | -0.0053 | 0.1498 | 0.0269 | -0.0603 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165048 | -105013 | -115893 | -939802 | -461044 | -872961 |
Profit Factor | 1.2208 | 0.9852 | 1.5023 | 1.0122 | 0.9712 | 1.0531 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 162 | 74 | 88 | 162 | 74 | 88 |
Losing Trades | 97 | 56 | 41 | 97 | 56 | 41 |
Profitability (%) | 62.5483 | 56.9231 | 68.2171 | 62.5483 | 56.9231 | 68.2171 |
Ratio Avg Win / Avg Loss | 0.731 | 0.7455 | 0.6999 | 0.606 | 0.735 | 0.4907 |
Largest Winning Trade | 41425 | 41425 | 33690 | 178536 | 178536 | 108196 |
Largest Losing Trade | -34238 | -27475 | -34238 | -214072 | -183118 | -214072 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 6026 | 3127 | 2899 | 6026 | 3127 | 2899 |
Profit Streak | 15.611 | 15.611 | 40.111 | 15.611 | 15.611 | 40.111 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 75684 | -579231 | 374168 | -362689 | -579231 | -287578 |
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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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