Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348237.3299 | 224130.7642 | 124106.5658 | 114334.06 | -1128281.4538 | 1242615.5138 |
Total P&L (%) | 348.2373 | 224.1308 | 124.1066 | 114.3341 | -1128.2815 | 1242.6155 |
Avg Daily Profit (%) | 0.1827 | 0.1176 | 0.0651 | 0.04 | 0 | 0.1363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210700 | -159272 | -85640 | -3767749 | -2980508 | -964900 |
Profit Factor | 1.3435 | 1.3415 | 1.3472 | 1.0087 | 0.882 | 1.349 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 201 | 109 | 92 | 201 | 109 | 92 |
Losing Trades | 87 | 35 | 52 | 87 | 35 | 52 |
Profitability (%) | 69.7917 | 75.6944 | 63.8889 | 69.7917 | 75.6944 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.5815 | 0.4308 | 0.7614 | 0.4366 | 0.2832 | 0.7625 |
Largest Winning Trade | 30603 | 30603 | 23832 | 676547 | 676547 | 220438 |
Largest Losing Trade | -69868 | -69868 | -39182 | -1582812 | -1582812 | -467020 |
Avg Bars in Trades | 19 | 33 | 6 | 19 | 33 | 6 |
Avg Bars in Winners | 6 | 9 | 3 | 6 | 9 | 3 |
Avg Bars in Losers | 48 | 106 | 10 | 48 | 106 | 10 |
Bars Traded | 5643 | 4774 | 869 | 5643 | 4774 | 869 |
Profit Streak | 8.7416 | 8.7416 | 30.0749 | 8.7416 | 8.7416 | 30.0749 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418506 | -33545 | -104852 | -346615 | -576950 | -9448 |
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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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