Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253639.0874 | 179350.8599 | 74288.2275 | 234869.1496 | -3986.4304 | 238855.58 |
Total P&L (%) | 253.6391 | 179.3509 | 74.2882 | 234.8692 | -3.9864 | 238.8556 |
Avg Daily Profit (%) | 0.2435 | 0.1722 | 0.0713 | 0.1161 | -0.0039 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110687 | -108854 | -28960 | -642159 | -673869 | -59206 |
Profit Factor | 1.465 | 1.4602 | 1.4771 | 1.1322 | 0.9972 | 1.6562 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Losing Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Profitability (%) | 72.6368 | 76 | 69.3069 | 72.6368 | 76 | 69.3069 |
Ratio Avg Win / Avg Loss | 0.5519 | 0.4611 | 0.6541 | 0.4265 | 0.3149 | 0.7335 |
Largest Winning Trade | 19511 | 19511 | 8856 | 73905 | 73905 | 43221 |
Largest Losing Trade | -68798 | -68798 | -18982 | -424486 | -424486 | -44680 |
Avg Bars in Trades | 119 | 211 | 28 | 119 | 211 | 28 |
Avg Bars in Winners | 44 | 66 | 19 | 44 | 66 | 19 |
Avg Bars in Losers | 320 | 672 | 48 | 320 | 672 | 48 |
Bars Traded | 24067 | 21187 | 2880 | 24067 | 21187 | 2880 |
Profit Streak | 9.4252 | 24.8419 | 9.4252 | 9.4252 | 24.8419 | 9.4252 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467750 | 419198 | -94335 | -109231 | -575913 | -32261 |
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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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