Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182910.7399 | 117389.2118 | 65521.5281 | 103747.0076 | -28905.609 | 132652.6167 |
Total P&L (%) | 182.9107 | 117.3892 | 65.5215 | 103.747 | -28.9056 | 132.6526 |
Avg Daily Profit (%) | 0.1756 | 0.1127 | 0.0629 | 0.0683 | -0.0327 | 0.0811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170807 | -151580 | -34325 | -584637 | -515855 | -99278 |
Profit Factor | 1.2621 | 1.254 | 1.278 | 1.0549 | 0.9785 | 1.242 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 223 | 115 | 108 | 223 | 115 | 108 |
Losing Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Profitability (%) | 71.246 | 73.7179 | 68.7898 | 71.246 | 73.7179 | 68.7898 |
Ratio Avg Win / Avg Loss | 0.5094 | 0.4471 | 0.5799 | 0.4257 | 0.3488 | 0.5635 |
Largest Winning Trade | 38594 | 23446 | 38594 | 72270 | 72270 | 56737 |
Largest Losing Trade | -46826 | -46826 | -19789 | -192802 | -192802 | -58910 |
Avg Bars in Trades | 77 | 127 | 28 | 77 | 127 | 28 |
Avg Bars in Winners | 27 | 37 | 17 | 27 | 37 | 17 |
Avg Bars in Losers | 201 | 379 | 52 | 201 | 379 | 52 |
Bars Traded | 24287 | 19839 | 4448 | 24287 | 19839 | 4448 |
Profit Streak | 13.7421 | 18.4504 | 13.7421 | 13.7421 | 18.4504 | 13.7421 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420542 | -39464 | -106414 | -257401 | -575829 | -82078 |
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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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