Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348673.9195 | 174795.8769 | 173878.0426 | -19217.6791 | -969128.19 | 949910.5109 |
Total P&L (%) | 348.6739 | 174.7959 | 173.878 | -19.2177 | -969.1282 | 949.9105 |
Avg Daily Profit (%) | 0.2092 | 0.1049 | 0.1043 | -0.0128 | 0 | 0.1412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244959 | -175692 | -128085 | -3204111 | -2474850 | -1644815 |
Profit Factor | 1.2708 | 1.2269 | 1.336 | 0.9981 | 0.8374 | 1.2286 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 53.5088 | 50.8772 | 56.1404 | 53.5088 | 50.8772 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.1041 | 1.1846 | 1.0438 | 0.8672 | 0.8086 | 0.9599 |
Largest Winning Trade | 120205 | 120205 | 37713 | 746196 | 548730 | 746196 |
Largest Losing Trade | -48256 | -48256 | -31936 | -1117985 | -1117985 | -744847 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 4902 | 2671 | 2231 | 4902 | 2671 | 2231 |
Profit Streak | 14.7224 | 0 | 15.0558 | 14.7224 | 0 | 15.0558 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364318 | -53192 | -51990 | -578263 | -580637 | -4763 |
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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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