Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219907.0358 | 205671.0853 | 14235.9505 | 22830.9229 | -29308.9801 | 52139.903 |
Total P&L (%) | 219.907 | 205.6711 | 14.236 | 22.8309 | -29.309 | 52.1399 |
Avg Daily Profit (%) | 0.2111 | 0.1975 | 0.0137 | 0.0197 | -0.0333 | 0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123071 | -126877 | -45577 | -215243 | -230863 | -68291 |
Profit Factor | 1.2714 | 1.3454 | 1.0663 | 1.0226 | 0.9631 | 1.2405 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 56.1086 | 54.5455 | 57.6577 | 56.1086 | 54.5455 | 57.6577 |
Ratio Avg Win / Avg Loss | 0.9946 | 1.1211 | 0.7831 | 0.7999 | 0.8026 | 0.911 |
Largest Winning Trade | 94101 | 94101 | 15816 | 85224 | 85224 | 18036 |
Largest Losing Trade | -48027 | -48027 | -20150 | -85713 | -85713 | -33124 |
Avg Bars in Trades | 111 | 204 | 19 | 111 | 204 | 19 |
Avg Bars in Winners | 70 | 126 | 18 | 70 | 126 | 18 |
Avg Bars in Losers | 164 | 299 | 21 | 164 | 299 | 21 |
Bars Traded | 24719 | 22526 | 2193 | 24719 | 22526 | 2193 |
Profit Streak | 6.7671 | 0 | 17.6421 | 6.7671 | 0 | 17.6421 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309378 | 298369 | -356259 | -366184 | -580450 | -140639 |
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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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