Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240594.4619 | 82955.6 | 157638.8619 | 292374.4865 | 71500.1744 | 220874.3121 |
Total P&L (%) | 240.5945 | 82.9556 | 157.6389 | 292.3745 | 71.5002 | 220.8743 |
Avg Daily Profit (%) | 0.2337 | 0.0806 | 0.1531 | 0.1329 | 0.0524 | 0.1133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70343 | -73046 | -54712 | -370693 | -264702 | -262273 |
Profit Factor | 1.6247 | 1.3897 | 1.9149 | 1.2558 | 1.1234 | 1.3921 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 82.5397 | 80.9524 | 84.127 | 82.5397 | 80.9524 | 84.127 |
Ratio Avg Win / Avg Loss | 0.3437 | 0.327 | 0.3613 | 0.2657 | 0.2643 | 0.2627 |
Largest Winning Trade | 21782 | 20260 | 21782 | 73119 | 73119 | 41957 |
Largest Losing Trade | -50777 | -50777 | -46901 | -262273 | -194457 | -262273 |
Avg Bars in Trades | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Winners | 13 | 9 | 16 | 13 | 9 | 16 |
Avg Bars in Losers | 59 | 54 | 66 | 59 | 54 | 66 |
Bars Traded | 2682 | 1146 | 1536 | 2682 | 1146 | 1536 |
Profit Streak | 49.9537 | 112.6203 | 49.9537 | 49.9537 | 112.6203 | 49.9537 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512032 | -227415 | -133469 | -11504 | -350400 | -184316 |
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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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