Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247284.8498 | 22599.1975 | 224685.6523 | 156859.8886 | -197275.0776 | 354134.9662 |
Total P&L (%) | 247.2849 | 22.5992 | 224.6857 | 156.8599 | -197.2751 | 354.135 |
Avg Daily Profit (%) | 0.2371 | 0.0217 | 0.2154 | 0.0905 | 0 | 0.1452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119485 | -137487 | -73743 | -586587 | -545062 | -404663 |
Profit Factor | 1.3587 | 1.0543 | 1.8238 | 1.07 | 0.8555 | 1.4049 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 157 | 71 | 86 | 157 | 71 | 86 |
Losing Trades | 63 | 39 | 24 | 63 | 39 | 24 |
Profitability (%) | 71.3636 | 64.5455 | 78.1818 | 71.3636 | 64.5455 | 78.1818 |
Ratio Avg Win / Avg Loss | 0.5452 | 0.5791 | 0.509 | 0.4294 | 0.4699 | 0.3921 |
Largest Winning Trade | 31396 | 31396 | 18323 | 90047 | 90047 | 82138 |
Largest Losing Trade | -59959 | -37411 | -59959 | -310021 | -238031 | -310021 |
Avg Bars in Trades | 26 | 25 | 28 | 26 | 25 | 28 |
Avg Bars in Winners | 15 | 10 | 19 | 15 | 10 | 19 |
Avg Bars in Losers | 54 | 51 | 60 | 54 | 51 | 60 |
Bars Traded | 5896 | 2779 | 3117 | 5896 | 2779 | 3117 |
Profit Streak | 7.6036 | 7.6036 | 29.6036 | 7.6036 | 7.6036 | 29.6036 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452571 | -328554 | 502348 | -211468 | -577736 | 191688 |
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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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