Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241940.9392 | 24074.7476 | 217866.1915 | 156974.338 | -19985.5923 | 176959.9304 |
Total P&L (%) | 241.9409 | 24.0747 | 217.8662 | 156.9743 | -19.9856 | 176.9599 |
Avg Daily Profit (%) | 0.2331 | 0.0232 | 0.2099 | 0.091 | -0.0215 | 0.0982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93518 | -100136 | -65552 | -217470 | -185268 | -189588 |
Profit Factor | 1.4034 | 1.0672 | 1.9022 | 1.1517 | 0.9654 | 1.3878 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 193 | 94 | 99 | 193 | 94 | 99 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 76.8924 | 74.6032 | 79.2 | 76.8924 | 74.6032 | 79.2 |
Ratio Avg Win / Avg Loss | 0.4217 | 0.3633 | 0.4996 | 0.3461 | 0.3287 | 0.3645 |
Largest Winning Trade | 28180 | 22899 | 28180 | 28221 | 28221 | 27543 |
Largest Losing Trade | -65552 | -46550 | -65552 | -189588 | -93822 | -189588 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 11 | 8 | 14 | 11 | 8 | 14 |
Avg Bars in Losers | 63 | 59 | 67 | 63 | 59 | 67 |
Bars Traded | 5844 | 2693 | 3151 | 5844 | 2693 | 3151 |
Profit Streak | 17.2776 | 56.1109 | 17.2776 | 17.2776 | 56.1109 | 17.2776 |
Trades During Streak | 5 | 17 | 2 | 5 | 17 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490036 | -309004 | 494100 | -120152 | -575453 | -57748 |
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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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