Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550143.7419 | 420237.0454 | 129906.6965 | 976628.0692 | -248731.8088 | 1225359.8781 |
Total P&L (%) | 550.1437 | 420.237 | 129.9067 | 976.6281 | -248.7318 | 1225.3599 |
Avg Daily Profit (%) | 0.3106 | 0.2373 | 0.0734 | 0.1343 | 0 | 0.146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101127 | -117041 | -55519 | -1401426 | -1536006 | -597912 |
Profit Factor | 1.5149 | 1.6657 | 1.2971 | 1.1173 | 0.9536 | 1.4128 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 46.7181 | 44.6154 | 48.8372 | 46.7181 | 44.6154 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.7277 | 2.0678 | 1.3589 | 1.2743 | 1.1837 | 1.4801 |
Largest Winning Trade | 116275 | 116275 | 29388 | 479603 | 479603 | 294105 |
Largest Losing Trade | -60838 | -60838 | -20995 | -803739 | -803739 | -457516 |
Avg Bars in Trades | 13 | 20 | 6 | 13 | 20 | 6 |
Avg Bars in Winners | 16 | 26 | 7 | 16 | 26 | 7 |
Avg Bars in Losers | 10 | 15 | 5 | 10 | 15 | 5 |
Bars Traded | 3510 | 2665 | 845 | 3510 | 2665 | 845 |
Profit Streak | 18.9304 | 19.9304 | 0 | 18.9304 | 19.9304 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446698 | 346507 | -95323 | -103938 | -580581 | 97243 |
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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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