Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181489.7837 | 4124.4927 | 177365.291 | 45400.0351 | 3543.7926 | 41856.2424 |
Total P&L (%) | 181.4898 | 4.1245 | 177.3653 | 45.4 | 3.5438 | 41.8562 |
Avg Daily Profit (%) | 0.1757 | 0.004 | 0.1717 | 0.0363 | 0.0034 | 0.0339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126076 | -133523 | -76697 | -173894 | -125569 | -129346 |
Profit Factor | 1.2182 | 1.0097 | 1.4363 | 1.0546 | 1.009 | 1.0955 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 146 | 71 | 75 | 146 | 71 | 75 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 58.6345 | 57.2581 | 60 | 58.6345 | 57.2581 | 60 |
Ratio Avg Win / Avg Loss | 0.8594 | 0.7537 | 0.9576 | 0.744 | 0.7532 | 0.7303 |
Largest Winning Trade | 41898 | 41898 | 35850 | 49001 | 49001 | 32628 |
Largest Losing Trade | -49564 | -30428 | -49564 | -51563 | -40452 | -51563 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 4082 | 2164 | 1918 | 4082 | 2164 | 1918 |
Profit Streak | 8.1109 | 54.3609 | 8.1109 | 8.1109 | 54.3609 | 8.1109 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329783 | -562195 | 311599 | -304554 | -563788 | -264846 |
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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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