Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260317.4296 | 73539.7494 | 186777.6803 | -42082.7179 | -25103.4073 | -16979.3105 |
Total P&L (%) | 260.3174 | 73.5397 | 186.7777 | -42.0827 | -25.1034 | -16.9793 |
Avg Daily Profit (%) | 0.1569 | 0.0443 | 0.1126 | -0.0329 | -0.0174 | -0.0112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175659 | -123781 | -112906 | -140338 | -52376 | -119255 |
Profit Factor | 1.2951 | 1.1494 | 1.4788 | 0.8934 | 0.8694 | 0.9161 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 120 | 53 | 67 | 120 | 53 | 67 |
Losing Trades | 81 | 47 | 34 | 81 | 47 | 34 |
Profitability (%) | 59.7015 | 53 | 66.3366 | 59.7015 | 53 | 66.3366 |
Ratio Avg Win / Avg Loss | 0.8742 | 1.0193 | 0.7504 | 0.603 | 0.771 | 0.4649 |
Largest Winning Trade | 71646 | 71646 | 37101 | 60867 | 60867 | 25133 |
Largest Losing Trade | -66865 | -65785 | -66865 | -97505 | -32496 | -97505 |
Avg Bars in Trades | 31 | 42 | 21 | 31 | 42 | 21 |
Avg Bars in Winners | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Losers | 46 | 60 | 27 | 46 | 60 | 27 |
Bars Traded | 6422 | 4223 | 2199 | 6422 | 4223 | 2199 |
Profit Streak | 9.1996 | 0 | 15.9496 | 9.1996 | 0 | 15.9496 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310217 | -189748 | -39703 | -577800 | -580676 | -577319 |
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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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