Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291208.6141 | 245052.923 | 46155.6912 | 161252.5069 | 136297.6321 | 24954.8748 |
Total P&L (%) | 291.2086 | 245.0529 | 46.1557 | 161.2525 | 136.2976 | 24.9549 |
Avg Daily Profit (%) | 0.1615 | 0.1359 | 0.0256 | 0.0533 | 0.0477 | 0.0124 |
Buy And Hold Return (%) | 27.758 | 27.758 | 27.758 | 27.758 | 27.758 | 27.758 |
Max Trade Drawdown | -124094 | -74096 | -149380 | -152541 | -75186 | -199634 |
Profit Factor | 1.3469 | 1.6447 | 1.1005 | 1.2013 | 1.3814 | 1.0563 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 169 | 87 | 82 | 169 | 87 | 82 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 69.8347 | 71.9008 | 67.7686 | 69.8347 | 71.9008 | 67.7686 |
Ratio Avg Win / Avg Loss | 0.5818 | 0.6427 | 0.5234 | 0.5189 | 0.5399 | 0.5024 |
Largest Winning Trade | 27572 | 27572 | 18064 | 36718 | 16824 | 36718 |
Largest Losing Trade | -55559 | -53445 | -55559 | -64714 | -48139 | -64714 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 3439 | 1617 | 1822 | 3439 | 1617 | 1822 |
Profit Streak | 604.8738 | 604.8738 | 612.3738 | 604.8738 | 604.8738 | 612.3738 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411985 | -7556 | -275799 | -119321 | -127970 | -498748 |
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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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