Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217130.3329 | 30842.5628 | 186287.7701 | 132668.7986 | -9417.3704 | 142086.169 |
Total P&L (%) | 217.1303 | 30.8426 | 186.2878 | 132.6688 | -9.4174 | 142.0862 |
Avg Daily Profit (%) | 0.2084 | 0.0296 | 0.1788 | 0.0811 | -0.0095 | 0.0849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77384 | -114851 | -44157 | -122209 | -152697 | -53880 |
Profit Factor | 1.578 | 1.1147 | 2.7441 | 1.3303 | 0.9659 | 2.1313 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 82.7586 | 79.1667 | 86.3014 | 82.7586 | 79.1667 | 86.3014 |
Ratio Avg Win / Avg Loss | 0.3288 | 0.2934 | 0.4356 | 0.2771 | 0.2542 | 0.3383 |
Largest Winning Trade | 20786 | 20707 | 20786 | 40039 | 25666 | 40039 |
Largest Losing Trade | -75077 | -75077 | -35247 | -92348 | -92348 | -53880 |
Avg Bars in Trades | 27 | 37 | 17 | 27 | 37 | 17 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 114 | 146 | 68 | 114 | 146 | 68 |
Bars Traded | 3981 | 2728 | 1253 | 3981 | 2728 | 1253 |
Profit Streak | 21.2809 | 98.7809 | 21.2809 | 21.2809 | 98.7809 | 21.2809 |
Trades During Streak | 6 | 18 | 3 | 6 | 18 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522251 | -326014 | -55535 | -79382 | -654434 | -143757 |
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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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