Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141551.0844 | -15203.3583 | 156754.4426 | -2964.5332 | -16489.1715 | 13524.6383 |
Total P&L (%) | 141.5511 | -15.2034 | 156.7544 | -2.9645 | -16.4892 | 13.5246 |
Avg Daily Profit (%) | 0.1356 | -0.0146 | 0.1502 | -0.0029 | -0.0173 | 0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137023 | -124685 | -74307 | -89563 | -70388 | -77731 |
Profit Factor | 1.2618 | 0.9533 | 1.7273 | 0.9904 | 0.8945 | 1.0892 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 213 | 100 | 113 | 213 | 100 | 113 |
Losing Trades | 42 | 27 | 15 | 42 | 27 | 15 |
Profitability (%) | 83.5294 | 78.7402 | 88.2813 | 83.5294 | 78.7402 | 88.2813 |
Ratio Avg Win / Avg Loss | 0.2488 | 0.2574 | 0.2293 | 0.1953 | 0.2415 | 0.1446 |
Largest Winning Trade | 12423 | 12423 | 10611 | 5189 | 4224 | 5189 |
Largest Losing Trade | -74307 | -42438 | -74307 | -77731 | -25396 | -77731 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 8 | 6 | 9 | 8 | 6 | 9 |
Avg Bars in Losers | 100 | 96 | 107 | 100 | 96 | 107 |
Bars Traded | 6021 | 3276 | 2745 | 6021 | 3276 | 2745 |
Profit Streak | 7.71 | 7.71 | 24.5434 | 7.71 | 7.71 | 24.5434 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6218 | -575153 | 513780 | -573211 | -574875 | -350205 |
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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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