Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241377.381 | 16798.8549 | 224578.5261 | -76951.2395 | -259430.3928 | 182479.1533 |
Total P&L (%) | 241.3774 | 16.7989 | 224.5785 | -76.9512 | -259.4304 | 182.4792 |
Avg Daily Profit (%) | 0.162 | 0.0113 | 0.1507 | -0.0984 | 0 | 0.0697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175578 | -61269 | -169797 | -681553 | -341009 | -575891 |
Profit Factor | 1.405 | 1.0743 | 1.6072 | 0.9345 | 0.4915 | 1.2749 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 160 | 74 | 86 | 160 | 74 | 86 |
Losing Trades | 37 | 25 | 12 | 37 | 25 | 12 |
Profitability (%) | 81.2183 | 74.7475 | 87.7551 | 81.2183 | 74.7475 | 87.7551 |
Ratio Avg Win / Avg Loss | 0.3249 | 0.3629 | 0.2243 | 0.2161 | 0.1661 | 0.1779 |
Largest Winning Trade | 23229 | 18559 | 23229 | 123157 | 32670 | 123157 |
Largest Losing Trade | -94401 | -31489 | -94401 | -470185 | -210175 | -470185 |
Avg Bars in Trades | 42 | 7 | 79 | 42 | 7 | 79 |
Avg Bars in Winners | 24 | 3 | 43 | 24 | 3 | 43 |
Avg Bars in Losers | 121 | 17 | 337 | 121 | 17 | 337 |
Bars Traded | 8470 | 707 | 7762 | 8470 | 707 | 7762 |
Profit Streak | 35.9747 | 35.9747 | 36.4747 | 35.9747 | 35.9747 | 36.4747 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464328 | -322793 | 487029 | -574235 | -576313 | -95542 |
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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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