Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176907.0412 | 4752.3451 | 172154.6961 | 47539.0961 | -29438.8117 | 76977.9077 |
Total P&L (%) | 176.907 | 4.7523 | 172.1547 | 47.5391 | -29.4388 | 76.9779 |
Avg Daily Profit (%) | 0.1695 | 0.0046 | 0.1649 | 0.0373 | -0.0334 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175948 | -74209 | -118199 | -122347 | -59708 | -86532 |
Profit Factor | 1.2056 | 1.0107 | 1.4156 | 1.0726 | 0.9166 | 1.2548 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 47.3029 | 44.1667 | 50.4132 | 47.3029 | 44.1667 | 50.4132 |
Ratio Avg Win / Avg Loss | 1.3431 | 1.2776 | 1.3924 | 1.1949 | 1.1587 | 1.2343 |
Largest Winning Trade | 34120 | 34120 | 31909 | 30393 | 30393 | 22273 |
Largest Losing Trade | -30592 | -27239 | -30592 | -27378 | -26678 | -27378 |
Avg Bars in Trades | 51 | 58 | 43 | 51 | 58 | 43 |
Avg Bars in Winners | 56 | 63 | 50 | 56 | 63 | 50 |
Avg Bars in Losers | 46 | 55 | 37 | 46 | 55 | 37 |
Bars Traded | 12387 | 7072 | 5315 | 12387 | 7072 | 5315 |
Profit Streak | 17.7004 | 17.7004 | 19.367 | 17.7004 | 17.7004 | 19.367 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308010 | -563260 | 323915 | -283671 | -581048 | -119175 |
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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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