Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244539.956 | 153289.7058 | 91250.2502 | 76304.8553 | -11009.3122 | 87314.1675 |
Total P&L (%) | 244.54 | 153.2897 | 91.2503 | 76.3049 | -11.0093 | 87.3142 |
Avg Daily Profit (%) | 0.1717 | 0.1076 | 0.0641 | 0.0398 | -0.0082 | 0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135385 | -111245 | -51762 | -124163 | -146724 | -69864 |
Profit Factor | 1.4197 | 1.4162 | 1.4257 | 1.1617 | 0.9675 | 1.653 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 60.6299 | 58.7302 | 62.5 | 60.6299 | 58.7302 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9219 | 0.9951 | 0.8554 | 0.7543 | 0.6798 | 0.9918 |
Largest Winning Trade | 135394 | 135394 | 27152 | 101882 | 101882 | 27152 |
Largest Losing Trade | -52383 | -52383 | -26883 | -116574 | -116574 | -54519 |
Avg Bars in Trades | 131 | 219 | 44 | 131 | 219 | 44 |
Avg Bars in Winners | 84 | 134 | 38 | 84 | 134 | 38 |
Avg Bars in Losers | 202 | 340 | 53 | 202 | 340 | 53 |
Bars Traded | 16647 | 13813 | 2834 | 16647 | 13813 | 2834 |
Profit Streak | 20.6228 | 0 | 69.3728 | 20.6228 | 0 | 69.3728 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316626 | -195757 | -244344 | -181798 | -726326 | -269827 |
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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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