Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253011.2069 | 51815.0953 | 201196.1116 | 38537.8883 | -152071.7334 | 190609.6216 |
Total P&L (%) | 253.0112 | 51.8151 | 201.1961 | 38.5379 | -152.0717 | 190.6096 |
Avg Daily Profit (%) | 0.1695 | 0.0347 | 0.1348 | 0.0218 | 0 | 0.0715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165819 | -87984 | -101996 | -707267 | -357879 | -564522 |
Profit Factor | 1.29 | 1.1253 | 1.4385 | 1.012 | 0.9 | 1.112 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 156 | 73 | 83 | 156 | 73 | 83 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 69.6429 | 65.1786 | 74.1071 | 69.6429 | 65.1786 | 74.1071 |
Ratio Avg Win / Avg Loss | 0.5623 | 0.6012 | 0.5026 | 0.4411 | 0.4808 | 0.3885 |
Largest Winning Trade | 29698 | 26605 | 29698 | 131934 | 131934 | 110799 |
Largest Losing Trade | -69407 | -28498 | -69407 | -421639 | -176132 | -421639 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 51 | 45 | 58 | 51 | 45 | 58 |
Bars Traded | 5703 | 2604 | 3099 | 5703 | 2604 | 3099 |
Profit Streak | 24.9093 | 33.9093 | 24.9093 | 24.9093 | 33.9093 | 24.9093 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403804 | -229175 | -9413 | -369583 | -577795 | -192031 |
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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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