Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240611.1828 | 195824.2237 | 44786.9591 | -23709.8358 | 12921.7673 | -36631.6031 |
Total P&L (%) | 240.6112 | 195.8242 | 44.787 | -23.7098 | 12.9218 | -36.6316 |
Avg Daily Profit (%) | 0.2365 | 0.1925 | 0.044 | -0.0266 | 0.0119 | -0.0448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137287 | -166248 | -109933 | -85216 | -72837 | -60058 |
Profit Factor | 1.2429 | 1.3412 | 1.1074 | 0.9439 | 1.0588 | 0.8193 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 143 | 64 | 79 | 143 | 64 | 79 |
Losing Trades | 124 | 69 | 55 | 124 | 69 | 55 |
Profitability (%) | 53.5581 | 48.1203 | 58.9552 | 53.5581 | 48.1203 | 58.9552 |
Ratio Avg Win / Avg Loss | 1.0777 | 1.446 | 0.771 | 0.8184 | 1.1416 | 0.5704 |
Largest Winning Trade | 241183 | 241183 | 26498 | 33100 | 33100 | 8210 |
Largest Losing Trade | -31446 | -31446 | -26787 | -25248 | -13644 | -25248 |
Avg Bars in Trades | 88 | 105 | 72 | 88 | 105 | 72 |
Avg Bars in Winners | 79 | 84 | 75 | 79 | 84 | 75 |
Avg Bars in Losers | 99 | 124 | 67 | 99 | 124 | 67 |
Bars Traded | 23682 | 13971 | 9711 | 23682 | 13971 | 9711 |
Profit Streak | 3.5749 | 0 | 41.1166 | 3.5749 | 0 | 41.1166 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320881 | 250571 | -237440 | -579532 | -408488 | -578311 |
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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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