Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344606.9617 | 90268.7774 | 254338.1843 | 6255.4817 | -81269.0865 | 87524.5682 |
Total P&L (%) | 344.607 | 90.2688 | 254.3382 | 6.2555 | -81.2691 | 87.5246 |
Avg Daily Profit (%) | 0.2317 | 0.0607 | 0.171 | 0.0041 | -0.1126 | 0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154668 | -93317 | -113106 | -315821 | -170358 | -233724 |
Profit Factor | 1.4439 | 1.2154 | 1.712 | 1.0061 | 0.8481 | 1.1808 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 61.5023 | 57.9439 | 65.0943 | 61.5023 | 57.9439 | 65.0943 |
Ratio Avg Win / Avg Loss | 0.9038 | 0.8821 | 0.918 | 0.6298 | 0.6155 | 0.6332 |
Largest Winning Trade | 67336 | 67336 | 30112 | 106957 | 106957 | 61783 |
Largest Losing Trade | -92691 | -50612 | -92691 | -225049 | -109302 | -225049 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 21 | 18 | 23 | 21 | 18 | 23 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 5822 | 2958 | 2864 | 5822 | 2958 | 2864 |
Profit Streak | 3.8773 | 109.1273 | 0 | 3.8773 | 109.1273 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350587 | -111438 | 352889 | -566036 | -578236 | -157831 |
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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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