Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251687.418 | 83624.7895 | 168062.6285 | 25437.7625 | -51406.1918 | 76843.9543 |
Total P&L (%) | 251.6874 | 83.6248 | 168.0626 | 25.4378 | -51.4062 | 76.844 |
Avg Daily Profit (%) | 0.1704 | 0.0566 | 0.1138 | 0.0153 | -0.0489 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122750 | -163390 | -55384 | -325226 | -252754 | -141617 |
Profit Factor | 1.2994 | 1.1556 | 1.554 | 1.0194 | 0.9338 | 1.1428 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 59.2593 | 54.5455 | 63.9344 | 59.2593 | 54.5455 | 63.9344 |
Ratio Avg Win / Avg Loss | 0.8933 | 0.963 | 0.8766 | 0.7008 | 0.7781 | 0.6447 |
Largest Winning Trade | 78087 | 78087 | 28286 | 57971 | 57971 | 31649 |
Largest Losing Trade | -60961 | -60961 | -48247 | -141617 | -119305 | -141617 |
Avg Bars in Trades | 36 | 46 | 25 | 36 | 46 | 25 |
Avg Bars in Winners | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Losers | 51 | 67 | 32 | 51 | 67 | 32 |
Bars Traded | 8762 | 5632 | 3130 | 8762 | 5632 | 3130 |
Profit Streak | 36.4002 | 37.4002 | 36.4002 | 36.4002 | 37.4002 | 36.4002 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353527 | -166503 | -37796 | -372719 | -578987 | -203117 |
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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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