Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377161.3952 | 130907.1346 | 246254.2606 | 323634.6523 | -24746.5718 | 348381.224 |
Total P&L (%) | 377.1614 | 130.9071 | 246.2543 | 323.6347 | -24.7466 | 348.3812 |
Avg Daily Profit (%) | 0.2264 | 0.0786 | 0.1478 | 0.0867 | -0.0171 | 0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197090 | -174126 | -55365 | -313134 | -302109 | -82464 |
Profit Factor | 1.7169 | 1.3516 | 2.6012 | 1.3948 | 0.9604 | 2.784 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 71.7557 | 69.2308 | 74.2424 | 71.7557 | 69.2308 | 74.2424 |
Ratio Avg Win / Avg Loss | 0.6758 | 0.6007 | 0.9024 | 0.549 | 0.4268 | 0.9659 |
Largest Winning Trade | 92184 | 92184 | 42453 | 71246 | 71246 | 46109 |
Largest Losing Trade | -65556 | -65556 | -40956 | -172066 | -172066 | -82464 |
Avg Bars in Trades | 47 | 62 | 33 | 47 | 62 | 33 |
Avg Bars in Winners | 25 | 26 | 25 | 25 | 26 | 25 |
Avg Bars in Losers | 104 | 143 | 58 | 104 | 143 | 58 |
Bars Traded | 6269 | 4039 | 2230 | 6269 | 4039 | 2230 |
Profit Streak | 67.0921 | 67.0921 | 69.3421 | 67.0921 | 67.0921 | 69.3421 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470742 | -217126 | -113177 | -73481 | -708583 | -189756 |
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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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