Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271107.1614 | 226998.9174 | 44108.244 | -7074.6244 | -6513.705 | -560.9194 |
Total P&L (%) | 271.1072 | 226.9989 | 44.1082 | -7.0746 | -6.5137 | -0.5609 |
Avg Daily Profit (%) | 0.2647 | 0.2217 | 0.0431 | -0.0072 | -0.0066 | -0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165558 | -140489 | -55915 | -200252 | -216725 | -75390 |
Profit Factor | 1.3087 | 1.3942 | 1.1459 | 0.992 | 0.9887 | 0.9982 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 60.4255 | 58.9744 | 61.8644 | 60.4255 | 58.9744 | 61.8644 |
Ratio Avg Win / Avg Loss | 0.8571 | 0.9699 | 0.7064 | 0.6497 | 0.6878 | 0.6153 |
Largest Winning Trade | 183077 | 183077 | 22526 | 62275 | 62275 | 26182 |
Largest Losing Trade | -54060 | -54060 | -24020 | -70191 | -70191 | -38728 |
Avg Bars in Trades | 50 | 79 | 21 | 50 | 79 | 21 |
Avg Bars in Winners | 31 | 46 | 17 | 31 | 46 | 17 |
Avg Bars in Losers | 78 | 126 | 26 | 78 | 126 | 26 |
Bars Traded | 11796 | 9283 | 2513 | 11796 | 9283 | 2513 |
Profit Streak | 16.6982 | 22.4482 | 16.6982 | 16.6982 | 22.4482 | 16.6982 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370602 | 297626 | -196784 | -577128 | -579309 | -578630 |
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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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