Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193113.0135 | -49905.3978 | 243018.4112 | 23366.1476 | -73201.9882 | 96568.1358 |
Total P&L (%) | 193.113 | -49.9054 | 243.0184 | 23.3661 | -73.202 | 96.5681 |
Avg Daily Profit (%) | 0.1265 | -0.0327 | 0.1592 | 0.0138 | -0.0862 | 0.0443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81425 | -83403 | -93214 | -87170 | -68997 | -68247 |
Profit Factor | 1.2424 | 0.8891 | 1.7011 | 1.0508 | 0.7194 | 1.4854 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 168 | 73 | 95 | 168 | 73 | 95 |
Losing Trades | 75 | 48 | 27 | 75 | 48 | 27 |
Profitability (%) | 69.1358 | 60.3306 | 77.8689 | 69.1358 | 60.3306 | 77.8689 |
Ratio Avg Win / Avg Loss | 0.5546 | 0.5846 | 0.4835 | 0.4691 | 0.473 | 0.4222 |
Largest Winning Trade | 22834 | 22834 | 18223 | 14848 | 10175 | 14848 |
Largest Losing Trade | -56556 | -56556 | -47661 | -45945 | -45945 | -41727 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 11 | 8 | 13 | 11 | 8 | 13 |
Avg Bars in Losers | 31 | 28 | 37 | 31 | 28 | 37 |
Bars Traded | 4282 | 1996 | 2286 | 4282 | 1996 | 2286 |
Profit Streak | 16.1291 | 23.1291 | 16.1291 | 16.1291 | 23.1291 | 16.1291 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20516 | -577928 | 458114 | -339833 | -577928 | -129209 |
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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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