Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235548.0369 | 132751.0183 | 102797.0186 | 170819.4128 | -23533.6274 | 194353.0402 |
Total P&L (%) | 235.548 | 132.751 | 102.797 | 170.8194 | -23.5336 | 194.353 |
Avg Daily Profit (%) | 0.2261 | 0.1274 | 0.0987 | 0.0957 | -0.0258 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94127 | -97888 | -39835 | -270773 | -283365 | -62656 |
Profit Factor | 1.4047 | 1.3007 | 1.7311 | 1.1456 | 0.9749 | 1.8244 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 75.5396 | 76.259 | 74.8201 | 75.5396 | 76.259 | 74.8201 |
Ratio Avg Win / Avg Loss | 0.4548 | 0.4049 | 0.5826 | 0.3709 | 0.3035 | 0.614 |
Largest Winning Trade | 25893 | 20047 | 25893 | 90684 | 42553 | 90684 |
Largest Losing Trade | -47486 | -47486 | -35469 | -209372 | -209372 | -52100 |
Avg Bars in Trades | 87 | 163 | 11 | 87 | 163 | 11 |
Avg Bars in Winners | 36 | 65 | 6 | 36 | 65 | 6 |
Avg Bars in Losers | 246 | 478 | 28 | 246 | 478 | 28 |
Bars Traded | 24383 | 22753 | 1629 | 24383 | 22753 | 1629 |
Profit Streak | 22.8001 | 22.8001 | 52.9251 | 22.8001 | 22.8001 | 52.9251 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480474 | -19459 | -55789 | -120833 | -575773 | -48927 |
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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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