Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215947.6942 | -33957.5491 | 249905.2433 | 17300.7174 | -113241.0959 | 130541.8133 |
Total P&L (%) | 215.9477 | -33.9575 | 249.9052 | 17.3007 | -113.2411 | 130.5418 |
Avg Daily Profit (%) | 0.1417 | -0.0223 | 0.164 | 0.0105 | 0 | 0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117972 | -121031 | -104304 | -480617 | -268473 | -419196 |
Profit Factor | 1.2934 | 0.9181 | 1.7777 | 1.0099 | 0.8613 | 1.1408 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 261 | 118 | 143 | 261 | 118 | 143 |
Losing Trades | 68 | 47 | 21 | 68 | 47 | 21 |
Profitability (%) | 79.3313 | 71.5152 | 87.1951 | 79.3313 | 71.5152 | 87.1951 |
Ratio Avg Win / Avg Loss | 0.337 | 0.3657 | 0.2611 | 0.2631 | 0.3431 | 0.1675 |
Largest Winning Trade | 27062 | 27062 | 20413 | 74611 | 43019 | 74611 |
Largest Losing Trade | -64774 | -50202 | -64774 | -244559 | -123890 | -244559 |
Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Winners | 8 | 6 | 9 | 8 | 6 | 9 |
Avg Bars in Losers | 55 | 45 | 79 | 55 | 45 | 79 |
Bars Traded | 5910 | 2869 | 3041 | 5910 | 2869 | 3041 |
Profit Streak | 51.8685 | 51.8685 | 57.8685 | 51.8685 | 51.8685 | 57.8685 |
Trades During Streak | 22 | 11 | 13 | 22 | 11 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 76830 | -575706 | 542691 | -391152 | -575706 | -179853 |
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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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