Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222461.2532 | 8532.5168 | 213928.7364 | 125872.5231 | -85021.055 | 210893.5781 |
Total P&L (%) | 222.4613 | 8.5325 | 213.9287 | 125.8725 | -85.0211 | 210.8936 |
Avg Daily Profit (%) | 0.2151 | 0.0083 | 0.2069 | 0.0788 | -0.1834 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125522 | -149727 | -61407 | -275637 | -272385 | -175510 |
Profit Factor | 1.4349 | 1.0256 | 2.1972 | 1.1103 | 0.878 | 1.4743 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 75.3165 | 72.1519 | 78.481 | 75.3165 | 72.1519 | 78.481 |
Ratio Avg Win / Avg Loss | 0.4703 | 0.3959 | 0.6025 | 0.3639 | 0.3389 | 0.4043 |
Largest Winning Trade | 29711 | 28816 | 29711 | 47017 | 47017 | 38546 |
Largest Losing Trade | -60661 | -39597 | -60661 | -173368 | -122809 | -173368 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 9 | 7 | 11 | 9 | 7 | 11 |
Avg Bars in Losers | 44 | 48 | 39 | 44 | 48 | 39 |
Bars Traded | 2897 | 1503 | 1394 | 2897 | 1503 | 1394 |
Profit Streak | 42.3632 | 42.3632 | 62.3632 | 42.3632 | 42.3632 | 62.3632 |
Trades During Streak | 17 | 8 | 12 | 17 | 8 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474465 | -563478 | -11933 | -182384 | -602683 | -67996 |
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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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